+378.1%
PSX vs VIAV
+419.4%
-41.3%
-64.2%
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% | -0.5% |
| 7D | +1.7% | +11.2% | -9.4% | -0.9% |
| 30D | +15.6% | -10.1% | +25.7% | +17.8% |
| 3M | +46.5% | -22.9% | +69.3% | +52.3% |
| 6M | +55.0% | +28.8% | +26.2% | +35.9% |
| YTD | +105.3% | +117.5% | -12.2% | +49.9% |
| 1Y | +101.6% | +216.1% | -114.5% | +28.1% |
| 3Y | +134.1% | +292.2% | -158.1% | +31.4% |
| 5Y | +368.7% | +141.0% | +227.7% | +208.7% |
| All | +378.1% | +419.4% | -41.3% | +156.4% |
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