+128.1%
DAL vs VIAV
+333.3%
-205.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +12.3% | -7.1% | +1.5% |
| 7D | +10.0% | +15.0% | -5.0% | +5.0% |
| 30D | +12.0% | -29.7% | +41.7% | +22.9% |
| 3M | +0.8% | -18.3% | +19.1% | +3.6% |
| 6M | +26.2% | -37.6% | +63.7% | +37.0% |
| YTD | +33.7% | +79.5% | -45.8% | -7.8% |
| 1Y | +57.6% | +79.6% | -22.0% | +8.2% |
| 3Y | +183.5% | +310.0% | -126.5% | +26.3% |
| 5Y | +114.2% | +105.9% | +8.3% | +29.9% |
| 10Y | +128.1% | +309.0% | -180.8% | +9.4% |
| All | +128.1% | +333.3% | -205.2% | +9.4% |
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