+65.8%
MAR vs VIAV
+279.3%
-213.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | -0.3% |
| 7D | -2.1% | +11.2% | -13.3% | -3.1% |
| 30D | -5.7% | -2.6% | -3.0% | -5.7% |
| 3M | -14.6% | -20.1% | +5.5% | -13.5% |
| 6M | +1.3% | +25.8% | -24.5% | -4.6% |
| YTD | +6.7% | +109.9% | -103.2% | -9.0% |
| 1Y | +26.4% | +214.3% | -187.8% | -1.5% |
| All | +65.8% | +279.3% | -213.5% | +19.6% |
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