+559.9%
RF vs VIAV
+2,402.5%
-1,842.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.3% | -8.6% | -1.9% |
| 7D | -0.9% | -4.8% | +3.9% | -0.3% |
| 30D | +6.0% | -38.5% | +44.5% | +14.6% |
| 3M | -8.9% | -29.9% | +21.0% | -4.9% |
| 6M | +2.3% | -46.3% | +48.6% | +10.2% |
| YTD | +7.6% | +59.8% | -52.2% | -7.9% |
| 1Y | +21.2% | +62.3% | -41.2% | +3.3% |
| 3Y | +108.5% | +243.0% | -134.5% | +50.7% |
| 5Y | +43.2% | +80.3% | -37.1% | +15.5% |
| 10Y | +288.1% | +290.0% | -1.9% | +173.2% |
| All | +559.9% | +2,402.5% | -1,842.6% | +245.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling