+262.2%
UMC vs VIAV
+293.0%
-30.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.6% | -1.3% | +1.4% |
| 7D | +9.0% | +11.2% | -2.2% | +6.0% |
| 30D | +17.2% | -10.1% | +27.4% | +20.1% |
| 3M | +11.4% | -22.9% | +34.3% | +17.5% |
| 6M | +137.5% | +28.8% | +108.7% | +129.3% |
| YTD | +193.1% | +117.5% | +75.7% | +158.2% |
| 1Y | +240.3% | +216.1% | +24.2% | +179.1% |
| 3Y | +262.2% | +292.2% | -30.0% | +168.2% |
| All | +262.2% | +293.0% | -30.8% | +168.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling