+290.8%
VIAV vs BAH
+198.8%
+92.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.6% |
| 7D | +7.9% | +1.7% | +6.2% | +7.7% |
| 30D | -20.3% | +20.8% | -41.1% | -22.6% |
| 3M | -28.5% | +11.6% | -40.1% | -30.1% |
| 6M | -42.7% | +23.1% | -65.8% | -45.3% |
| YTD | +72.4% | +5.3% | +67.1% | +67.2% |
| 1Y | +81.5% | +6.1% | +75.3% | +75.6% |
| 3Y | +293.8% | -27.5% | +321.3% | +303.3% |
| 5Y | +101.4% | +6.2% | +95.3% | +78.4% |
| All | +290.8% | +198.8% | +92.1% | +167.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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