+110.9%
DT vs VIAV
+163.6%
-52.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +11.2% | -14.3% | -5.6% |
| 7D | -4.9% | +11.3% | -16.2% | -7.4% |
| 30D | +2.7% | -1.0% | +3.7% | +1.7% |
| 3M | +20.0% | -20.5% | +40.5% | +23.1% |
| 6M | +28.0% | +39.0% | -11.0% | +5.2% |
| YTD | +16.0% | +117.5% | -101.4% | -22.3% |
| 1Y | +0.7% | +233.8% | -233.0% | -45.1% |
| 3Y | +6.2% | +295.4% | -289.2% | -50.1% |
| 5Y | -28.1% | +134.3% | -162.4% | -55.0% |
| All | +110.9% | +163.6% | -52.7% | +10.7% |
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 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