+280.0%
RTX vs VIAV
+401.3%
-121.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +1.2% |
| 7D | -2.0% | +11.2% | -13.2% | -4.3% |
| 30D | -11.2% | -2.6% | -8.6% | -11.4% |
| 3M | +12.0% | -20.1% | +32.2% | +14.6% |
| 6M | -3.6% | +25.8% | -29.4% | -14.2% |
| YTD | +9.2% | +109.9% | -100.7% | -17.0% |
| 1Y | +29.7% | +214.3% | -184.6% | -13.2% |
| 3Y | +152.0% | +281.6% | -129.7% | +51.3% |
| 5Y | +165.8% | +132.6% | +33.2% | +85.3% |
| All | +280.0% | +401.3% | -121.3% | +115.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling