+82.0%
USO vs VIAV
+419.4%
-337.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.6% | -5.8% | -2.5% |
| 7D | +9.1% | +11.2% | -2.0% | +8.0% |
| 30D | +21.7% | -10.1% | +31.8% | +22.6% |
| 3M | +20.2% | -22.9% | +43.1% | +22.3% |
| 6M | +43.4% | +28.8% | +14.6% | +35.3% |
| YTD | +124.0% | +117.5% | +6.5% | +92.8% |
| 1Y | +112.2% | +216.1% | -103.9% | +70.5% |
| 3Y | +97.7% | +292.2% | -194.6% | +49.3% |
| 5Y | +217.4% | +141.0% | +76.4% | +159.8% |
| All | +82.0% | +419.4% | -337.5% | +35.0% |
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 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