+374.9%
V vs VIAV
+401.3%
-26.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +0.8% |
| 7D | -3.0% | +11.2% | -14.3% | -5.1% |
| 30D | +1.2% | -2.6% | +3.8% | +0.9% |
| 3M | +13.9% | -20.1% | +34.0% | +16.2% |
| 6M | +17.2% | +25.8% | -8.6% | +4.5% |
| YTD | +5.3% | +109.9% | -104.5% | -19.5% |
| 1Y | +9.5% | +214.3% | -204.8% | -26.3% |
| 3Y | +51.9% | +281.6% | -229.7% | -7.8% |
| 5Y | +69.6% | +132.6% | -63.0% | +19.6% |
| All | +374.9% | +401.3% | -26.4% | +161.2% |
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