+338.5%
COP vs VIAV
+419.4%
-80.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | -0.6% |
| 7D | +2.3% | +11.2% | -8.9% | -0.2% |
| 30D | +8.6% | -10.1% | +18.7% | +10.5% |
| 3M | +19.9% | -22.9% | +42.7% | +24.4% |
| 6M | +19.0% | +28.8% | -9.8% | +3.9% |
| YTD | +50.0% | +117.5% | -67.5% | +9.0% |
| 1Y | +50.5% | +216.1% | -165.6% | -4.8% |
| 3Y | +25.2% | +292.2% | -267.0% | -30.4% |
| 5Y | +194.3% | +141.0% | +53.3% | +92.7% |
| All | +338.5% | +419.4% | -80.9% | +124.7% |
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