+79.8%
USB vs VIAV
+315.1%
-235.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.1% |
| 7D | +1.2% | +23.7% | -22.5% | -3.7% |
| 30D | +6.3% | -21.2% | +27.5% | +10.7% |
| 3M | -6.1% | -24.5% | +18.4% | -2.5% |
| 6M | +13.0% | -39.1% | +52.1% | +20.9% |
| YTD | +16.6% | +82.6% | -66.0% | -13.8% |
| 1Y | +31.1% | +82.7% | -51.6% | -3.4% |
| 3Y | +100.9% | +315.1% | -214.1% | +6.1% |
| 5Y | +24.5% | +113.4% | -88.9% | -18.9% |
| All | +79.8% | +315.1% | -235.3% | +0.5% |
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