+361.0%
ORLY vs VIAV
+419.4%
-58.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | 0.0% |
| 7D | -2.4% | +11.2% | -13.5% | -3.6% |
| 30D | -6.8% | -10.1% | +3.3% | -5.9% |
| 3M | -4.8% | -22.9% | +18.1% | -2.8% |
| 6M | -9.1% | +28.8% | -37.9% | -14.9% |
| YTD | -5.9% | +117.5% | -123.4% | -20.0% |
| 1Y | -20.4% | +216.1% | -236.5% | -37.2% |
| 3Y | +36.6% | +292.2% | -255.6% | +0.4% |
| 5Y | +117.3% | +141.0% | -23.7% | +76.2% |
| All | +361.0% | +419.4% | -58.4% | +217.8% |
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 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