+274.5%
IR vs VIAV
+225.2%
+49.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.9% | +0.6% |
| 7D | -3.1% | +11.2% | -14.3% | -6.2% |
| 30D | -14.0% | -2.6% | -11.4% | -14.3% |
| 3M | +3.7% | -20.1% | +23.8% | +7.3% |
| 6M | -15.4% | +25.8% | -41.2% | -26.9% |
| YTD | -7.7% | +109.9% | -117.5% | -35.1% |
| 1Y | -8.8% | +214.3% | -223.1% | -46.0% |
| 3Y | +5.6% | +281.6% | -276.0% | -44.7% |
| 5Y | +34.3% | +132.6% | -98.3% | -15.2% |
| All | +274.5% | +225.2% | +49.3% | +101.5% |
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