+609.1%
RF vs VIAV
+2,964.2%
-2,355.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.7% | -0.7% |
| 7D | +1.3% | -4.6% | +5.9% | +2.2% |
| 30D | -3.6% | -10.4% | +6.8% | -2.2% |
| 3M | +8.1% | -34.5% | +42.6% | +14.6% |
| 6M | +11.5% | +7.0% | +4.5% | +6.1% |
| YTD | +15.6% | +95.6% | -80.0% | -2.9% |
| 1Y | +15.7% | +197.2% | -181.5% | -11.0% |
| 3Y | +86.9% | +232.0% | -145.1% | +38.3% |
| 5Y | +89.8% | +102.2% | -12.4% | +52.4% |
| 10Y | +344.7% | +344.6% | 0.0% | +210.6% |
| All | +609.1% | +2,964.2% | -2,355.1% | +264.2% |
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