+432.5%
EWZ vs VIAV
-92.9%
+525.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -1.5% |
| 7D | +6.5% | -4.6% | +11.1% | +7.5% |
| 30D | +4.8% | -10.4% | +15.2% | +6.7% |
| 3M | +9.9% | -34.5% | +44.4% | +18.3% |
| 6M | +1.9% | +7.0% | -5.0% | -3.8% |
| YTD | +20.3% | +95.6% | -75.3% | -2.5% |
| 1Y | +35.6% | +197.2% | -161.6% | -1.5% |
| 3Y | +43.4% | +232.0% | -188.6% | -1.7% |
| 5Y | +55.9% | +102.2% | -46.3% | +17.3% |
| 10Y | +84.2% | +344.6% | -260.5% | +13.9% |
| All | +432.5% | -92.9% | +525.4% | +251.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling