+142.2%
BP vs VIAV
+291.8%
-149.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.6% | +6.5% | +1.8% |
| 7D | +3.8% | +7.9% | -4.1% | +2.4% |
| 30D | -5.3% | -20.3% | +15.0% | -2.7% |
| 3M | +9.3% | -28.5% | +37.8% | +13.2% |
| 6M | +7.2% | -42.7% | +49.9% | +13.8% |
| YTD | +38.0% | +72.4% | -34.4% | +10.9% |
| 1Y | +33.2% | +81.5% | -48.2% | +5.3% |
| 3Y | +50.3% | +293.8% | -243.6% | -9.0% |
| 5Y | +114.1% | +101.4% | +12.6% | +56.0% |
| All | +142.2% | +291.8% | -149.7% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VIAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling