+66.9%
T vs VIAV
+401.3%
-334.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.5% | +6.1% | +2.0% |
| 7D | -2.4% | +11.2% | -13.7% | -3.5% |
| 30D | +4.3% | -2.6% | +6.9% | +4.1% |
| 3M | +11.6% | -20.1% | +31.7% | +12.9% |
| 6M | -5.6% | +25.8% | -31.4% | -10.7% |
| YTD | +6.6% | +109.9% | -103.3% | -7.0% |
| 1Y | -8.4% | +214.3% | -222.7% | -25.4% |
| 3Y | +107.8% | +281.6% | -173.8% | +59.4% |
| 5Y | +68.3% | +132.6% | -64.3% | +40.4% |
| All | +66.9% | +401.3% | -334.4% | +19.4% |
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