+328.3%
C vs VIAV
+2,964.2%
-2,635.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -1.2% |
| 7D | +3.6% | -4.6% | +8.2% | +4.7% |
| 30D | +0.1% | -10.4% | +10.4% | +2.0% |
| 3M | +2.4% | -34.5% | +36.9% | +11.2% |
| 6M | +24.9% | +7.0% | +18.0% | +17.7% |
| YTD | +19.8% | +95.6% | -75.8% | -4.2% |
| 1Y | +44.9% | +197.2% | -152.3% | +3.3% |
| 3Y | +263.0% | +232.0% | +31.0% | +144.6% |
| 5Y | +129.5% | +102.2% | +27.3% | +71.8% |
| 10Y | +291.6% | +344.6% | -53.0% | +140.0% |
| All | +328.3% | +2,964.2% | -2,635.9% | +45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling