+347.0%
EWZ vs VIAV
-93.4%
+440.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.7% |
| 7D | +0.1% | +23.7% | -23.7% | -4.8% |
| 30D | -25.9% | -21.2% | -4.7% | -23.0% |
| 3M | -6.1% | -24.5% | +18.4% | -2.7% |
| 6M | -16.1% | -39.1% | +23.0% | -10.6% |
| YTD | +1.0% | +82.6% | -81.6% | -18.8% |
| 1Y | 0.0% | +82.7% | -82.7% | -19.9% |
| 3Y | +16.8% | +315.1% | -298.2% | -25.8% |
| 5Y | +52.1% | +113.4% | -61.3% | +10.5% |
| 10Y | +63.6% | +317.2% | -253.6% | +0.4% |
| All | +347.0% | -93.4% | +440.4% | +192.7% |
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 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