+54.5%
USAR vs VIAV
+249.4%
-194.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.6% | -6.6% | -4.0% |
| 7D | -11.6% | +11.2% | -22.8% | -14.3% |
| 30D | -15.5% | -10.1% | -5.4% | -13.3% |
| 3M | -31.0% | -22.9% | -8.2% | -27.5% |
| 6M | -26.2% | +28.8% | -55.0% | -28.4% |
| YTD | +30.8% | +117.5% | -86.7% | +22.3% |
| 1Y | +7.1% | +216.1% | -209.0% | -1.4% |
| 3Y | +53.0% | +292.2% | -239.2% | +39.6% |
| All | +54.5% | +249.4% | -194.9% | +41.3% |
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