+371.7%
TPR vs VIAV
+325.3%
+46.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.4% | -8.1% | -3.6% |
| 7D | +6.4% | +12.3% | -5.9% | +1.8% |
| 30D | +13.8% | -21.0% | +34.7% | +19.9% |
| 3M | -16.6% | -14.1% | -2.6% | -16.9% |
| 6M | +0.7% | -39.9% | +40.6% | +10.1% |
| YTD | +5.3% | +85.2% | -79.8% | -32.0% |
| 1Y | +32.4% | +84.3% | -51.9% | -14.7% |
| 3Y | +406.4% | +320.9% | +85.5% | +101.7% |
| 5Y | +227.9% | +117.5% | +110.4% | +80.6% |
| 10Y | +371.7% | +323.1% | +48.6% | +94.9% |
| All | +371.7% | +325.3% | +46.5% | +94.9% |
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