+259.2%
F vs VIAV
+2,625.8%
-2,366.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.2% |
| 7D | +1.0% | +3.2% | -2.2% | +0.1% |
| 30D | +2.1% | -31.8% | +33.9% | +7.8% |
| 3M | -10.3% | -16.6% | +6.4% | -9.6% |
| 6M | +3.3% | -39.4% | +42.7% | +8.2% |
| YTD | -2.0% | +74.0% | -76.0% | -16.9% |
| 1Y | -2.3% | +70.8% | -73.0% | -17.0% |
| 3Y | +49.9% | +295.5% | -245.6% | +6.8% |
| 5Y | -12.5% | +103.3% | -115.8% | -30.2% |
| 10Y | +74.3% | +300.1% | -225.9% | +22.5% |
| All | +259.2% | +2,625.8% | -2,366.6% | +72.3% |
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 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