+3,604.4%
FIX vs VIAV
+315.1%
+3,289.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.2% |
| 7D | +17.0% | +23.7% | -6.7% | +6.2% |
| 30D | -30.6% | -21.2% | -9.4% | -22.9% |
| 3M | -35.0% | -24.5% | -10.5% | -27.1% |
| 6M | -44.0% | -39.1% | -4.9% | -32.2% |
| YTD | +21.1% | +82.6% | -61.5% | -11.7% |
| 1Y | +16.3% | +82.7% | -66.5% | -15.4% |
| 3Y | +507.4% | +315.1% | +192.3% | +192.4% |
| 5Y | +1,052.1% | +113.4% | +938.7% | +626.3% |
| All | +3,604.4% | +315.1% | +3,289.3% | +1,680.1% |
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