+1,593.8%
META vs VIAV
+440.3%
+1,153.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.7% |
| 7D | +3.3% | +3.2% | +0.1% | +2.3% |
| 30D | -10.8% | -31.8% | +21.0% | -3.6% |
| 3M | +7.9% | -16.6% | +24.5% | +9.6% |
| 6M | +5.4% | -39.4% | +44.8% | +13.0% |
| YTD | -2.6% | +74.0% | -76.6% | -24.2% |
| 1Y | +1.9% | +70.8% | -68.9% | -20.5% |
| 3Y | +97.0% | +295.5% | -198.6% | +12.9% |
| 5Y | +97.6% | +103.3% | -5.7% | +39.6% |
| 10Y | +436.0% | +300.1% | +135.9% | +219.5% |
| All | +1,593.8% | +440.3% | +1,153.5% | +838.5% |
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