+275.3%
UMC vs VIAV
-91.4%
+366.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.6% |
| 7D | +13.6% | +13.6% | +0.1% | +9.1% |
| 30D | +20.8% | +5.3% | +15.4% | +17.9% |
| 3M | +16.1% | -15.6% | +31.8% | +21.9% |
| 6M | +137.3% | +34.0% | +103.3% | +111.6% |
| YTD | +193.8% | +119.9% | +73.9% | +119.2% |
| 1Y | +236.1% | +235.2% | +0.9% | +116.6% |
| 3Y | +267.1% | +299.8% | -32.7% | +113.8% |
| 5Y | +145.3% | +140.1% | +5.2% | +66.2% |
| 10Y | +1,857.3% | +420.3% | +1,437.0% | +886.1% |
| All | +275.3% | -91.4% | +366.7% | +218.7% |
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 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