+207.2%
C vs VIAV
+315.1%
-107.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.3% |
| 7D | +4.7% | +23.7% | -19.0% | -1.9% |
| 30D | +0.2% | -21.2% | +21.3% | +5.8% |
| 3M | -9.3% | -24.5% | +15.2% | -4.5% |
| 6M | -0.8% | -39.1% | +38.2% | +8.7% |
| YTD | +8.5% | +82.6% | -74.1% | -24.0% |
| 1Y | +23.1% | +82.7% | -59.6% | -14.1% |
| 3Y | +220.8% | +315.1% | -94.3% | +48.9% |
| 5Y | +112.4% | +113.4% | -1.0% | +28.9% |
| All | +207.2% | +315.1% | -107.9% | +50.7% |
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