+261.8%
F vs VIAV
+2,711.0%
-2,449.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +12.3% | -11.7% | -1.5% |
| 7D | -0.6% | +15.0% | -15.7% | -3.4% |
| 30D | +2.9% | -29.7% | +32.5% | +8.0% |
| 3M | -9.5% | -18.3% | +8.8% | -8.5% |
| 6M | +4.0% | -37.6% | +41.6% | +8.4% |
| YTD | -1.3% | +79.5% | -80.7% | -16.7% |
| 1Y | -1.9% | +79.6% | -81.5% | -17.4% |
| 3Y | +53.5% | +310.0% | -256.5% | +8.7% |
| 5Y | -15.1% | +105.9% | -121.1% | -32.5% |
| 10Y | +81.0% | +309.0% | -228.0% | +26.7% |
| All | +261.8% | +2,711.0% | -2,449.2% | +72.7% |
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 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