+367.1%
VIAV vs ACWI
+356.8%
+10.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -4.6% | +0.5% | -5.1% | -5.2% |
| 30D | -10.4% | +0.9% | -11.3% | -11.3% |
| 3M | -34.5% | +2.4% | -36.9% | -35.7% |
| 6M | +7.0% | +12.4% | -5.4% | -5.9% |
| YTD | +95.6% | +15.2% | +80.5% | +67.2% |
| 1Y | +197.2% | +22.7% | +174.5% | +134.6% |
| 3Y | +232.0% | +75.8% | +156.2% | +65.3% |
| 5Y | +102.2% | +67.7% | +34.5% | +5.7% |
| 10Y | +344.6% | +229.0% | +115.6% | -5.7% |
| All | +367.1% | +356.8% | +10.3% | -39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling