+271.2%
EW vs VIAV
+291.8%
-20.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.6% | +6.9% | +2.3% |
| 7D | +4.9% | +7.9% | -3.0% | +3.3% |
| 30D | +23.9% | -20.3% | +44.3% | +27.8% |
| 3M | +15.8% | -28.5% | +44.3% | +20.4% |
| 6M | +31.7% | -42.7% | +74.4% | +40.3% |
| YTD | +25.7% | +72.4% | -46.7% | -1.7% |
| 1Y | +24.4% | +81.5% | -57.0% | -4.3% |
| 3Y | +65.9% | +293.8% | -228.0% | -5.1% |
| 5Y | -7.6% | +101.4% | -109.1% | -34.5% |
| All | +271.2% | +291.8% | -20.6% | +107.7% |
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 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