+84.9%
USB vs VIAV
+292.0%
-207.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.3% |
| 7D | +1.4% | +3.2% | -1.8% | +0.4% |
| 30D | +6.4% | -31.8% | +38.2% | +14.5% |
| 3M | -4.5% | -16.6% | +12.2% | -3.5% |
| 6M | +11.4% | -39.4% | +50.8% | +19.0% |
| YTD | +17.1% | +74.0% | -56.9% | -12.4% |
| 1Y | +32.6% | +70.8% | -38.2% | -0.6% |
| 3Y | +101.8% | +295.5% | -193.7% | +7.8% |
| 5Y | +25.1% | +103.3% | -78.2% | -17.6% |
| 10Y | +84.9% | +300.1% | -215.3% | +4.7% |
| All | +84.9% | +292.0% | -207.2% | +4.7% |
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 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