+606.1%
COST vs VIAV
+419.4%
+186.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | -0.1% |
| 7D | -1.2% | +11.2% | -12.4% | -2.4% |
| 30D | -4.7% | -10.1% | +5.4% | -3.9% |
| 3M | -7.1% | -22.9% | +15.7% | -5.3% |
| 6M | -8.5% | +28.8% | -37.3% | -14.4% |
| YTD | +5.4% | +117.5% | -112.1% | -10.3% |
| 1Y | -5.6% | +216.1% | -221.7% | -25.4% |
| 3Y | +68.5% | +292.2% | -223.7% | +24.8% |
| 5Y | +105.2% | +141.0% | -35.7% | +65.9% |
| All | +606.1% | +419.4% | +186.6% | +400.3% |
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