+387.6%
EFA vs VIAV
+10.8%
+376.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | -0.5% | +13.6% | -14.0% | -2.9% |
| 30D | -1.3% | +5.3% | -6.7% | -2.9% |
| 3M | +5.2% | -15.6% | +20.8% | +6.7% |
| 6M | +9.4% | +34.0% | -24.6% | +0.1% |
| YTD | +12.7% | +119.9% | -107.1% | -7.3% |
| 1Y | +19.3% | +235.2% | -215.9% | -10.3% |
| 3Y | +66.3% | +299.8% | -233.5% | +17.7% |
| 5Y | +53.4% | +140.1% | -86.7% | +17.9% |
| 10Y | +144.4% | +420.3% | -275.9% | +58.0% |
| All | +387.6% | +10.8% | +376.7% | +170.3% |
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