+632.8%
LYB vs VIAV
+412.2%
+220.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.6% | -4.6% | -2.0% |
| 7D | +0.3% | +11.2% | -10.9% | -2.9% |
| 30D | +2.5% | -10.1% | +12.6% | +4.8% |
| 3M | +1.4% | -22.9% | +24.3% | +6.0% |
| 6M | -3.5% | +28.8% | -32.3% | -17.3% |
| YTD | +52.0% | +117.5% | -65.5% | +5.9% |
| 1Y | +22.1% | +216.1% | -194.0% | -26.7% |
| 3Y | -22.8% | +292.2% | -315.0% | -59.0% |
| 5Y | -3.4% | +141.0% | -144.3% | -40.8% |
| 10Y | +47.4% | +414.6% | -367.3% | -32.3% |
| All | +632.8% | +412.2% | +220.6% | +179.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling