+216.5%
SLV vs VIAV
+401.3%
-184.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.5% | -0.8% | -4.7% |
| 7D | -5.0% | +11.2% | -16.2% | -6.5% |
| 30D | -1.8% | -2.6% | +0.8% | -1.7% |
| 3M | -0.3% | -20.1% | +19.8% | +1.8% |
| 6M | -28.2% | +25.8% | -54.0% | -31.2% |
| YTD | -10.7% | +109.9% | -120.6% | -20.5% |
| 1Y | +53.7% | +214.3% | -160.6% | +29.7% |
| 3Y | +173.7% | +281.6% | -108.0% | +122.0% |
| 5Y | +161.5% | +132.6% | +28.9% | +122.1% |
| All | +216.5% | +401.3% | -184.9% | +149.4% |
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