+50.7%
O vs VIAV
+419.4%
-368.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -0.7% |
| 7D | -2.9% | +11.2% | -14.0% | -4.5% |
| 30D | -4.5% | -10.1% | +5.6% | -3.3% |
| 3M | -2.6% | -22.9% | +20.2% | -0.1% |
| 6M | -5.6% | +28.8% | -34.4% | -13.6% |
| YTD | +9.3% | +117.5% | -108.2% | -11.5% |
| 1Y | +4.3% | +216.1% | -211.8% | -23.1% |
| 3Y | +27.4% | +292.2% | -264.8% | -14.3% |
| 5Y | +17.1% | +141.0% | -123.9% | -11.8% |
| All | +50.7% | +419.4% | -368.7% | -3.2% |
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