-53.1%
TE vs VIAV
+152.6%
-205.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -3.0% | -1.1% |
| 7D | +0.2% | +11.2% | -10.9% | -4.8% |
| 30D | -5.9% | -10.1% | +4.2% | -1.5% |
| 3M | -45.6% | -22.9% | -22.7% | -38.8% |
| 6M | -43.4% | +28.8% | -72.1% | -50.8% |
| YTD | -31.0% | +117.5% | -148.4% | -54.2% |
| 1Y | +145.2% | +216.1% | -70.9% | +36.2% |
| 3Y | -24.1% | +292.2% | -316.3% | -62.4% |
| 5Y | -48.1% | +141.0% | -189.1% | -70.8% |
| All | -53.1% | +152.6% | -205.7% | -73.7% |
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