+126.4%
DAL vs VIAV
+394.3%
-267.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +11.2% | -12.7% | -5.1% |
| 7D | +3.4% | +11.3% | -7.9% | -0.4% |
| 30D | -13.6% | -1.0% | -12.6% | -14.3% |
| 3M | +1.2% | -20.5% | +21.7% | +5.6% |
| 6M | +34.5% | +39.0% | -4.5% | +9.9% |
| YTD | +14.7% | +117.5% | -102.8% | -23.8% |
| 1Y | +29.2% | +233.8% | -204.5% | -29.7% |
| 3Y | +100.0% | +295.4% | -195.4% | -4.6% |
| 5Y | +106.3% | +134.3% | -28.0% | +23.7% |
| 10Y | +126.4% | +398.7% | -272.3% | -0.6% |
| All | +126.4% | +394.3% | -267.9% | -0.6% |
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