+322.5%
F vs VIAV
+2,964.2%
-2,641.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.7% | -2.2% | +0.8% |
| 7D | +5.3% | -4.6% | +9.9% | +6.2% |
| 30D | +4.6% | -10.4% | +15.0% | +6.0% |
| 3M | -3.7% | -34.5% | +30.8% | +1.9% |
| 6M | +16.8% | +7.0% | +9.9% | +11.5% |
| YTD | +15.3% | +95.6% | -80.3% | -2.3% |
| 1Y | +31.0% | +197.2% | -166.2% | +2.2% |
| 3Y | +45.4% | +232.0% | -186.6% | +8.9% |
| 5Y | +54.7% | +102.2% | -47.5% | +25.8% |
| 10Y | +98.2% | +344.6% | -246.4% | +39.3% |
| All | +322.5% | +2,964.2% | -2,641.7% | +102.4% |
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