+67.3%
F vs VIAV
+291.8%
-224.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.7% | +1.3% |
| 7D | -3.1% | +7.9% | -11.0% | -5.0% |
| 30D | 0.0% | -20.3% | +20.3% | +3.9% |
| 3M | -13.2% | -28.5% | +15.3% | -8.8% |
| 6M | -10.2% | -42.7% | +32.5% | -2.3% |
| YTD | -4.9% | +72.4% | -77.3% | -30.8% |
| 1Y | -6.1% | +81.5% | -87.5% | -33.2% |
| 3Y | +46.0% | +293.8% | -247.9% | -28.0% |
| 5Y | -15.7% | +101.4% | -117.1% | -45.9% |
| All | +67.3% | +291.8% | -224.5% | -10.1% |
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