+489.2%
VALE vs VIAV
+419.4%
+69.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -1.2% |
| 7D | -0.3% | +11.2% | -11.4% | -3.0% |
| 30D | +8.6% | -10.1% | +18.7% | +10.9% |
| 3M | +2.0% | -22.9% | +24.9% | +6.6% |
| 6M | +2.1% | +28.8% | -26.7% | -9.5% |
| YTD | +20.2% | +117.5% | -97.2% | -10.1% |
| 1Y | +55.2% | +216.1% | -160.9% | +1.9% |
| 3Y | +45.9% | +292.2% | -246.3% | -14.6% |
| 5Y | +41.4% | +141.0% | -99.6% | -5.1% |
| All | +489.2% | +419.4% | +69.8% | +171.8% |
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