-66.9%
SE vs VIAV
+128.3%
-195.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | +0.2% |
| 7D | -4.8% | +11.2% | -16.0% | -7.5% |
| 30D | -18.1% | -2.6% | -15.5% | -18.4% |
| 3M | +30.6% | -20.1% | +50.7% | +34.2% |
| 6M | +20.8% | +25.8% | -5.1% | +2.5% |
| YTD | -15.6% | +109.9% | -125.5% | -43.8% |
| 1Y | -44.2% | +214.3% | -258.5% | -70.0% |
| 3Y | +181.5% | +281.6% | -100.1% | +27.6% |
| 5Y | -66.9% | +132.6% | -199.5% | -75.1% |
| All | -66.9% | +128.3% | -195.2% | -75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling