-28.2%
EW vs VIAV
+128.3%
-156.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.2% | +1.2% |
| 7D | -3.4% | +11.2% | -14.6% | -4.6% |
| 30D | -7.4% | -2.6% | -4.8% | -7.5% |
| 3M | +0.9% | -20.1% | +21.0% | +2.3% |
| 6M | +1.2% | +25.8% | -24.7% | -6.3% |
| YTD | +1.8% | +109.9% | -108.1% | -15.1% |
| 1Y | +10.8% | +214.3% | -203.4% | -15.8% |
| 3Y | +17.1% | +281.6% | -264.5% | -18.1% |
| 5Y | -28.2% | +132.6% | -160.8% | -39.8% |
| All | -28.2% | +128.3% | -156.6% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling