+375.1%
META vs VIAV
+394.3%
-19.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.2% | -11.7% | -3.4% |
| 7D | +6.0% | +11.3% | -5.3% | +2.9% |
| 30D | +3.6% | -1.0% | +4.6% | +2.8% |
| 3M | +4.9% | -20.5% | +25.4% | +8.4% |
| 6M | -4.7% | +39.0% | -43.7% | -19.8% |
| YTD | -6.9% | +117.5% | -124.3% | -33.5% |
| 1Y | -18.2% | +233.8% | -251.9% | -51.0% |
| 3Y | +107.8% | +295.4% | -187.7% | +11.0% |
| 5Y | +63.9% | +134.3% | -70.4% | +8.6% |
| 10Y | +375.1% | +398.7% | -23.6% | +143.6% |
| All | +375.1% | +394.3% | -19.2% | +143.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling