+57,970.4%
ROST vs VIAV
+3,343.9%
+54,626.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.9% |
| 7D | -2.2% | +13.6% | -15.8% | -3.8% |
| 30D | -11.4% | +5.3% | -16.8% | -12.4% |
| 3M | -1.6% | -15.6% | +14.0% | -0.9% |
| 6M | +6.8% | +34.0% | -27.2% | +0.7% |
| YTD | +25.8% | +119.9% | -94.1% | +10.5% |
| 1Y | +52.4% | +235.2% | -182.8% | +26.4% |
| 3Y | +94.4% | +299.8% | -205.4% | +55.1% |
| 5Y | +108.2% | +140.1% | -31.9% | +76.0% |
| 10Y | +308.5% | +420.3% | -111.8% | +214.5% |
| All | +57,970.4% | +3,343.9% | +54,626.5% | +29,966.3% |
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