+338.5%
RF vs VIAV
+407.5%
-69.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.9% |
| 7D | -0.1% | +13.6% | -13.7% | -4.3% |
| 30D | -4.0% | +5.3% | -9.3% | -6.7% |
| 3M | +5.6% | -15.6% | +21.2% | +7.5% |
| 6M | +13.1% | +34.0% | -20.9% | -6.6% |
| YTD | +13.6% | +119.9% | -106.3% | -25.2% |
| 1Y | +16.0% | +235.2% | -219.2% | -37.5% |
| 3Y | +90.2% | +299.8% | -209.6% | -10.3% |
| 5Y | +87.0% | +140.1% | -53.1% | +8.9% |
| 10Y | +338.5% | +420.3% | -81.8% | +80.6% |
| All | +338.5% | +407.5% | -69.0% | +80.6% |
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