+91.2%
EWZ vs VIAV
+401.3%
-310.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +2.4% |
| 7D | +1.1% | +11.2% | -10.1% | -1.6% |
| 30D | +13.5% | -2.6% | +16.1% | +13.2% |
| 3M | +15.2% | -20.1% | +35.4% | +18.9% |
| 6M | +3.7% | +25.8% | -22.1% | -7.9% |
| YTD | +22.5% | +109.9% | -87.3% | -7.9% |
| 1Y | +35.3% | +214.3% | -179.0% | -11.7% |
| 3Y | +50.2% | +281.6% | -231.4% | -12.4% |
| 5Y | +64.6% | +132.6% | -68.0% | +11.8% |
| All | +91.2% | +401.3% | -310.1% | -1.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling