+1,381.0%
NET vs VIAV
+101.0%
+1,280.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.3% | -1.7% |
| 7D | -16.4% | -14.7% | -1.6% | -11.2% |
| 30D | -25.8% | -37.4% | +11.5% | -12.3% |
| 3M | -11.5% | -27.1% | +15.6% | -3.7% |
| 6M | +18.9% | -44.0% | +62.9% | +38.1% |
| YTD | +35.2% | +64.9% | -29.7% | -15.2% |
| 1Y | +14.5% | +75.3% | -60.8% | -31.0% |
| 3Y | +313.8% | +253.5% | +60.3% | +48.9% |
| 5Y | +32.6% | +77.7% | -45.2% | -24.1% |
| All | +1,381.0% | +101.0% | +1,280.0% | +719.3% |
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