+14,374.7%
COST vs VIAV
+3,343.9%
+11,030.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.0% |
| 7D | -2.8% | +13.6% | -16.4% | -4.3% |
| 30D | -5.3% | +5.3% | -10.6% | -6.2% |
| 3M | -6.7% | -15.6% | +9.0% | -6.1% |
| 6M | -9.9% | +34.0% | -43.9% | -15.0% |
| YTD | +5.1% | +119.9% | -114.7% | -7.2% |
| 1Y | -7.3% | +235.2% | -242.4% | -22.6% |
| 3Y | +70.4% | +299.8% | -229.4% | +37.0% |
| 5Y | +104.4% | +140.1% | -35.7% | +73.2% |
| 10Y | +609.0% | +420.3% | +188.7% | +437.3% |
| All | +14,374.7% | +3,343.9% | +11,030.8% | +7,212.3% |
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 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