-10.1%
MSCI vs VIAV
+136.9%
-146.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.4% |
| 7D | -1.1% | +13.6% | -14.7% | -2.7% |
| 30D | -1.2% | +5.3% | -6.5% | -2.4% |
| 3M | -8.4% | -15.6% | +7.2% | -7.7% |
| 6M | -1.0% | +34.0% | -35.0% | -12.2% |
| YTD | -2.3% | +119.9% | -122.1% | -25.3% |
| 1Y | -1.2% | +235.2% | -236.3% | -34.2% |
| 3Y | +7.9% | +299.8% | -291.9% | -34.8% |
| 5Y | -10.1% | +140.1% | -150.1% | -30.8% |
| All | -10.1% | +136.9% | -146.9% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling