+23.9%
IR vs VIAV
+295.9%
-272.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.3% | +0.5% |
| 7D | +2.5% | +7.9% | -5.4% | +1.3% |
| 30D | +9.2% | -20.3% | +29.5% | +12.0% |
| 3M | +0.9% | -28.5% | +29.5% | +4.6% |
| 6M | +19.2% | -42.7% | +62.0% | +26.6% |
| YTD | +7.5% | +72.4% | -64.9% | -11.0% |
| 1Y | +11.7% | +81.5% | -69.7% | -8.7% |
| 3Y | +23.9% | +293.8% | -269.9% | -18.4% |
| All | +23.9% | +295.9% | -272.0% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling