+69.0%
F vs VIAV
+325.3%
-256.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.4% | -6.7% | -1.7% |
| 7D | -2.1% | +12.3% | -14.5% | -5.1% |
| 30D | +3.3% | -21.0% | +24.3% | +7.6% |
| 3M | -11.3% | -14.1% | +2.8% | -11.2% |
| 6M | +5.3% | -39.9% | +45.2% | +13.6% |
| YTD | -2.2% | +85.2% | -87.4% | -30.0% |
| 1Y | -3.5% | +84.3% | -87.8% | -31.1% |
| 3Y | +49.5% | +320.9% | -271.4% | -27.2% |
| 5Y | -13.5% | +117.5% | -131.1% | -45.5% |
| 10Y | +69.0% | +323.1% | -254.1% | -10.3% |
| All | +69.0% | +325.3% | -256.2% | -10.3% |
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