-8.8%
IR vs VIAV
+217.8%
-226.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.9% | -0.3% |
| 7D | -3.1% | +11.2% | -14.3% | -4.0% |
| 30D | -14.0% | -2.6% | -11.4% | -14.0% |
| 3M | +3.7% | -20.1% | +23.8% | +5.2% |
| 6M | -15.4% | +25.8% | -41.2% | -19.1% |
| YTD | -7.7% | +109.9% | -117.5% | -15.2% |
| 1Y | -8.8% | +214.3% | -223.1% | -22.5% |
| All | -8.8% | +217.8% | -226.6% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling