+4,672.4%
TER vs VIAV
+2,600.3%
+2,072.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.6% | +0.2% | -3.1% |
| 7D | +14.4% | +7.9% | +6.5% | +11.2% |
| 30D | -30.6% | -20.3% | -10.3% | -23.7% |
| 3M | -39.2% | -28.5% | -10.6% | -30.1% |
| 6M | -31.3% | -42.7% | +11.4% | -13.2% |
| YTD | +29.1% | +72.4% | -43.3% | +4.4% |
| 1Y | +47.4% | +81.5% | -34.0% | +16.9% |
| 3Y | +191.2% | +293.8% | -102.6% | +66.2% |
| 5Y | +74.0% | +101.4% | -27.5% | +27.5% |
| 10Y | +1,005.1% | +293.8% | +711.2% | +524.8% |
| All | +4,672.4% | +2,600.3% | +2,072.1% | +1,799.4% |
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 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