+114.1%
DT vs VIAV
+163.6%
-49.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.6% | -4.3% | -1.5% |
| 7D | -1.6% | +11.2% | -12.8% | -4.2% |
| 30D | +3.0% | -10.1% | +13.2% | +4.7% |
| 3M | +26.5% | -22.9% | +49.4% | +30.9% |
| 6M | +35.9% | +28.8% | +7.2% | +14.7% |
| YTD | +17.8% | +117.5% | -99.6% | -21.2% |
| 1Y | +4.1% | +216.1% | -212.0% | -41.9% |
| 3Y | +5.3% | +292.2% | -286.9% | -50.4% |
| 5Y | -27.2% | +141.0% | -168.2% | -55.2% |
| All | +114.1% | +163.6% | -49.5% | +12.4% |
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