+44.9%
IR vs VIAV
+101.3%
-56.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.3% | +0.8% |
| 7D | +2.5% | +7.9% | -5.4% | +0.8% |
| 30D | +9.2% | -20.3% | +29.5% | +13.1% |
| 3M | +0.9% | -28.5% | +29.5% | +5.8% |
| 6M | +19.2% | -42.7% | +62.0% | +28.9% |
| YTD | +7.5% | +72.4% | -64.9% | -16.4% |
| 1Y | +11.7% | +81.5% | -69.7% | -14.5% |
| 3Y | +23.9% | +293.8% | -269.9% | -30.7% |
| All | +44.9% | +101.3% | -56.4% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling