-35.5%
DOW vs VIAV
+128.3%
-163.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.4% | +1.4% |
| 7D | -2.4% | +11.2% | -13.6% | -3.8% |
| 30D | -4.1% | -2.6% | -1.5% | -4.2% |
| 3M | -12.4% | -20.1% | +7.7% | -10.9% |
| 6M | -10.6% | +25.8% | -36.5% | -17.3% |
| YTD | +31.1% | +109.9% | -78.8% | +6.6% |
| 1Y | +30.5% | +214.3% | -183.8% | -5.0% |
| 3Y | -34.4% | +281.6% | -316.0% | -55.7% |
| 5Y | -35.5% | +132.6% | -168.1% | -52.5% |
| All | -35.5% | +128.3% | -163.8% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling