+2,808.6%
SPY vs VIAV
+2,600.3%
+208.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.6% | +5.2% | +0.5% |
| 7D | +2.6% | +7.9% | -5.3% | +1.3% |
| 30D | -2.0% | -20.3% | +18.3% | +0.7% |
| 3M | -2.8% | -28.5% | +25.8% | +0.7% |
| 6M | +2.1% | -42.7% | +44.9% | +8.0% |
| YTD | +11.5% | +72.4% | -60.9% | -2.3% |
| 1Y | +13.5% | +81.5% | -68.0% | -1.5% |
| 3Y | +77.7% | +293.8% | -216.1% | +34.0% |
| 5Y | +72.6% | +101.4% | -28.8% | +42.8% |
| 10Y | +308.2% | +293.8% | +14.3% | +201.2% |
| All | +2,808.6% | +2,600.3% | +208.3% | +1,481.6% |
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