-26.7%
DT vs VIAV
+128.3%
-155.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.5% | +6.2% | +2.2% |
| 7D | -2.5% | +11.2% | -13.8% | -4.0% |
| 30D | +3.5% | -2.6% | +6.1% | +3.2% |
| 3M | +26.7% | -20.1% | +46.8% | +28.5% |
| 6M | +36.1% | +25.8% | +10.3% | +21.5% |
| YTD | +18.6% | +109.9% | -91.2% | -10.4% |
| 1Y | +7.9% | +214.3% | -206.4% | -30.0% |
| 3Y | +8.6% | +281.6% | -273.1% | -37.5% |
| 5Y | -26.7% | +132.6% | -159.3% | -41.9% |
| All | -26.7% | +128.3% | -155.0% | -41.9% |
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