+85.2%
F vs VIAV
+401.3%
-316.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.5% | +7.7% | +4.3% |
| 7D | -3.7% | +11.2% | -14.9% | -6.6% |
| 30D | -0.7% | -2.6% | +1.9% | -1.2% |
| 3M | -1.9% | -20.1% | +18.2% | +1.1% |
| 6M | +16.1% | +25.8% | -9.8% | +0.8% |
| YTD | +9.5% | +109.9% | -100.4% | -22.1% |
| 1Y | +27.2% | +214.3% | -187.1% | -23.2% |
| 3Y | +36.3% | +281.6% | -245.4% | -27.7% |
| 5Y | +49.3% | +132.6% | -83.3% | -4.5% |
| All | +85.2% | +401.3% | -316.1% | -5.7% |
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 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