+574.4%
RF vs VIAV
+2,711.0%
-2,136.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +12.3% | -10.1% | -0.1% |
| 7D | -0.1% | +15.0% | -15.2% | -3.0% |
| 30D | +7.0% | -29.7% | +36.7% | +12.8% |
| 3M | -7.0% | -18.3% | +11.3% | -5.7% |
| 6M | +6.8% | -37.6% | +44.3% | +11.7% |
| YTD | +9.9% | +79.5% | -69.5% | -7.9% |
| 1Y | +21.1% | +79.6% | -58.4% | +1.3% |
| 3Y | +119.6% | +310.0% | -190.4% | +53.4% |
| 5Y | +46.2% | +105.9% | -59.7% | +14.9% |
| 10Y | +261.5% | +309.0% | -47.4% | +151.7% |
| All | +574.4% | +2,711.0% | -2,136.6% | +245.4% |
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 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