+89.8%
RF vs VIAV
+132.3%
-42.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.2% | -12.3% | -3.1% |
| 7D | +2.7% | +11.3% | -8.7% | +0.5% |
| 30D | -3.4% | -1.0% | -2.4% | -3.8% |
| 3M | +6.4% | -20.5% | +26.9% | +9.1% |
| 6M | +13.4% | +39.0% | -25.6% | -0.4% |
| YTD | +14.2% | +117.5% | -103.2% | -12.5% |
| 1Y | +15.7% | +233.8% | -218.1% | -22.9% |
| 3Y | +91.3% | +295.4% | -204.1% | +16.6% |
| 5Y | +89.8% | +134.3% | -44.5% | +40.0% |
| All | +89.8% | +132.3% | -42.6% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling