+117.8%
EW vs VIAV
+419.4%
-301.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.6% | -6.4% | -3.5% |
| 7D | -6.2% | +11.2% | -17.3% | -8.3% |
| 30D | -9.3% | -10.1% | +0.8% | -8.0% |
| 3M | -1.6% | -22.9% | +21.2% | +1.4% |
| 6M | -0.8% | +28.8% | -29.6% | -11.8% |
| YTD | -1.0% | +117.5% | -118.5% | -24.5% |
| 1Y | +8.2% | +216.1% | -207.9% | -26.7% |
| 3Y | +12.7% | +292.2% | -279.5% | -31.7% |
| 5Y | -30.2% | +141.0% | -171.2% | -50.9% |
| All | +117.8% | +419.4% | -301.7% | +21.2% |
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