+553.4%
SE vs VIAV
+309.6%
+243.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.6% | -5.0% | -2.5% |
| 7D | -5.2% | +11.2% | -16.4% | -8.6% |
| 30D | -17.1% | -10.1% | -7.0% | -15.0% |
| 3M | +24.0% | -22.9% | +46.9% | +29.9% |
| 6M | +21.0% | +28.8% | -7.8% | -0.2% |
| YTD | -16.7% | +117.5% | -134.2% | -47.3% |
| 1Y | -45.9% | +216.1% | -262.0% | -72.0% |
| 3Y | +177.8% | +292.2% | -114.4% | +20.1% |
| 5Y | -67.4% | +141.0% | -208.3% | -81.0% |
| All | +553.4% | +309.6% | +243.8% | +206.5% |
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