+290.8%
VIAV vs ACWI
+224.5%
+66.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.3% |
| 7D | +7.9% | +2.4% | +5.5% | +5.2% |
| 30D | -20.3% | -1.7% | -18.6% | -17.7% |
| 3M | -28.5% | -3.9% | -24.6% | -23.8% |
| 6M | -42.7% | +0.8% | -43.5% | -41.6% |
| YTD | +72.4% | +11.0% | +61.3% | +59.1% |
| 1Y | +81.5% | +13.1% | +68.4% | +64.5% |
| 3Y | +293.8% | +73.9% | +220.0% | +121.8% |
| 5Y | +101.4% | +59.0% | +42.4% | +25.5% |
| All | +290.8% | +224.5% | +66.4% | -3.1% |
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