-10.4%
DOW vs VIAV
+217.9%
-228.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.2% | -10.7% | -2.4% |
| 7D | -2.9% | +11.3% | -14.2% | -5.7% |
| 30D | +2.0% | -1.0% | +2.9% | +1.1% |
| 3M | -12.5% | -20.5% | +8.0% | -9.6% |
| 6M | -9.2% | +39.0% | -48.2% | -24.3% |
| YTD | +30.8% | +117.5% | -86.7% | -11.0% |
| 1Y | +29.4% | +233.8% | -204.4% | -27.7% |
| 3Y | -34.6% | +295.4% | -330.0% | -67.7% |
| 5Y | -35.9% | +134.3% | -170.2% | -60.6% |
| All | -10.4% | +217.9% | -228.3% | -54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling