+31.9%
DIS vs VIAV
+291.8%
-260.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +1.6% |
| 7D | +1.9% | +7.9% | -6.0% | +0.4% |
| 30D | +9.2% | -20.3% | +29.5% | +12.5% |
| 3M | +13.5% | -28.5% | +42.1% | +17.9% |
| 6M | +14.3% | -42.7% | +57.0% | +21.6% |
| YTD | +5.4% | +72.4% | -67.0% | -20.2% |
| 1Y | +12.2% | +81.5% | -69.3% | -16.7% |
| 3Y | +37.2% | +293.8% | -256.7% | -25.1% |
| 5Y | -23.1% | +101.4% | -124.6% | -47.3% |
| All | +31.9% | +291.8% | -260.0% | -25.7% |
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