+420.3%
VIAV vs ACWI
+226.5%
+193.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.8% |
| 7D | +13.6% | 0.0% | +13.6% | +13.4% |
| 30D | +5.3% | -0.6% | +5.9% | +6.1% |
| 3M | -15.6% | +4.3% | -19.9% | -19.0% |
| 6M | +34.0% | +12.7% | +21.3% | +19.0% |
| YTD | +119.9% | +13.9% | +105.9% | +93.7% |
| 1Y | +235.2% | +20.5% | +214.6% | +177.8% |
| 3Y | +299.8% | +76.5% | +223.3% | +117.6% |
| 5Y | +140.1% | +67.5% | +72.6% | +38.4% |
| 10Y | +420.3% | +231.8% | +188.5% | +30.1% |
| All | +420.3% | +226.5% | +193.8% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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