+2,862.2%
SPY vs VIAV
+2,964.2%
-101.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.0% | -0.9% |
| 7D | +0.1% | -4.6% | +4.7% | +0.8% |
| 30D | +0.1% | -10.4% | +10.4% | +1.3% |
| 3M | +2.0% | -34.5% | +36.5% | +7.2% |
| 6M | +13.0% | +7.0% | +6.0% | +8.9% |
| YTD | +13.5% | +95.6% | -82.1% | -1.1% |
| 1Y | +20.0% | +197.2% | -177.2% | -2.7% |
| 3Y | +77.2% | +232.0% | -154.8% | +38.7% |
| 5Y | +81.9% | +102.2% | -20.3% | +52.2% |
| 10Y | +314.1% | +344.6% | -30.6% | +203.7% |
| All | +2,862.2% | +2,964.2% | -101.9% | +1,500.2% |
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