+217.2%
UPS vs VIAV
-81.6%
+298.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.4% |
| 7D | -3.7% | +13.6% | -17.2% | -5.2% |
| 30D | -3.7% | +5.3% | -9.1% | -4.7% |
| 3M | -6.6% | -15.6% | +9.1% | -5.7% |
| 6M | +2.6% | +34.0% | -31.4% | -2.8% |
| YTD | +4.8% | +119.9% | -115.1% | -7.1% |
| 1Y | +25.3% | +235.2% | -209.9% | +5.0% |
| 3Y | -26.9% | +299.8% | -326.6% | -40.8% |
| 5Y | -33.5% | +140.1% | -173.6% | -43.3% |
| 10Y | +36.1% | +420.3% | -384.2% | +5.1% |
| All | +217.2% | -81.6% | +298.8% | +151.0% |
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