+49.5%
EQT vs VIAV
+401.3%
-351.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +1.6% |
| 7D | -1.2% | +11.2% | -12.4% | -3.6% |
| 30D | +1.1% | -2.6% | +3.7% | +0.7% |
| 3M | +4.8% | -20.1% | +24.9% | +7.4% |
| 6M | -10.6% | +25.8% | -36.4% | -20.7% |
| YTD | +3.4% | +109.9% | -106.4% | -22.5% |
| 1Y | +8.7% | +214.3% | -205.6% | -29.0% |
| 3Y | +35.0% | +281.6% | -246.7% | -20.3% |
| 5Y | +204.2% | +132.6% | +71.7% | +107.5% |
| All | +49.5% | +401.3% | -351.8% | -21.4% |
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