+851.5%
DE vs VIAV
+419.4%
+432.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -1.2% |
| 7D | -2.6% | +11.2% | -13.7% | -5.2% |
| 30D | +9.0% | -10.1% | +19.1% | +11.1% |
| 3M | +19.1% | -22.9% | +42.0% | +24.1% |
| 6M | +14.4% | +28.8% | -14.4% | +1.7% |
| YTD | +45.9% | +117.5% | -71.5% | +9.2% |
| 1Y | +43.6% | +216.1% | -172.5% | -6.2% |
| 3Y | +75.9% | +292.2% | -216.3% | +2.0% |
| 5Y | +98.8% | +141.0% | -42.2% | +34.2% |
| All | +851.5% | +419.4% | +432.0% | +403.6% |
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