+336.7%
COP vs VIAV
+291.8%
+44.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.6% | +7.2% | +2.7% |
| 7D | +4.4% | +7.9% | -3.5% | +2.6% |
| 30D | 0.0% | -20.3% | +20.3% | +3.3% |
| 3M | +15.0% | -28.5% | +43.6% | +19.9% |
| 6M | +22.0% | -42.7% | +64.7% | +30.9% |
| YTD | +55.3% | +72.4% | -17.0% | +15.9% |
| 1Y | +64.1% | +81.5% | -17.3% | +20.1% |
| 3Y | +34.1% | +293.8% | -259.8% | -30.4% |
| 5Y | +133.4% | +101.4% | +31.9% | +53.7% |
| All | +336.7% | +291.8% | +44.9% | +148.6% |
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