+1,082.2%
T vs VIAV
+2,964.2%
-1,882.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.7% | -5.6% | -2.2% |
| 7D | -1.3% | -4.6% | +3.3% | -0.9% |
| 30D | +11.4% | -10.4% | +21.7% | +12.1% |
| 3M | +14.3% | -34.5% | +48.8% | +17.3% |
| 6M | -9.3% | +7.0% | -16.2% | -11.3% |
| YTD | +7.1% | +95.6% | -88.5% | -1.2% |
| 1Y | -9.1% | +197.2% | -206.3% | -19.5% |
| 3Y | +105.3% | +232.0% | -126.7% | +77.7% |
| 5Y | +66.8% | +102.2% | -35.4% | +49.6% |
| 10Y | +66.8% | +344.6% | -277.9% | +38.1% |
| All | +1,082.2% | +2,964.2% | -1,882.0% | +770.2% |
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