+89.2%
USB vs VIAV
+333.3%
-244.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +12.3% | -9.8% | -0.2% |
| 7D | +0.8% | +15.0% | -14.3% | -2.7% |
| 30D | +6.8% | -29.7% | +36.4% | +14.1% |
| 3M | -3.8% | -18.3% | +14.5% | -2.2% |
| 6M | +11.7% | -37.6% | +49.3% | +18.6% |
| YTD | +17.5% | +79.5% | -62.0% | -12.7% |
| 1Y | +33.8% | +79.6% | -45.8% | -1.0% |
| 3Y | +104.2% | +310.0% | -205.8% | +8.2% |
| 5Y | +26.4% | +105.9% | -79.5% | -16.7% |
| 10Y | +89.2% | +309.0% | -219.8% | +7.3% |
| All | +89.2% | +333.3% | -244.1% | +7.3% |
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