+400.1%
META vs VIAV
+285.8%
+114.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.3% | -7.4% | -1.2% |
| 7D | -0.8% | -4.8% | +4.1% | +0.2% |
| 30D | -15.4% | -38.5% | +23.1% | -5.7% |
| 3M | +3.5% | -29.9% | +33.4% | +9.9% |
| 6M | -0.3% | -46.3% | +46.0% | +11.1% |
| YTD | -7.3% | +59.8% | -67.1% | -29.9% |
| 1Y | -1.1% | +62.3% | -63.4% | -25.8% |
| 3Y | +95.1% | +243.0% | -148.0% | +2.7% |
| 5Y | +80.6% | +80.3% | +0.3% | +24.7% |
| All | +400.1% | +285.8% | +114.3% | +163.7% |
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