+1,258.4%
NET vs VIAV
+79.9%
+1,178.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -10.5% | +2.2% | -4.3% |
| 7D | -21.2% | -21.1% | -0.1% | -13.8% |
| 30D | -31.1% | -45.4% | +14.2% | -14.2% |
| 3M | -16.5% | -32.4% | +15.9% | -6.6% |
| 6M | 0.0% | -51.3% | +51.3% | +22.6% |
| YTD | +24.0% | +47.6% | -23.6% | -18.9% |
| 1Y | +7.0% | +50.8% | -43.8% | -31.1% |
| 3Y | +279.6% | +216.5% | +63.1% | +42.5% |
| 5Y | +24.0% | +66.6% | -42.6% | -27.0% |
| All | +1,258.4% | +79.9% | +1,178.5% | +684.0% |
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