+404.6%
VIAV vs BBWI
-55.0%
+459.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.4% | -2.8% | +2.6% |
| 7D | +11.2% | -4.8% | +16.0% | +11.9% |
| 30D | -10.1% | +3.5% | -13.6% | -11.0% |
| 3M | -22.9% | -0.3% | -22.6% | -23.7% |
| 6M | +28.8% | -5.4% | +34.2% | +27.7% |
| YTD | +117.5% | -4.7% | +122.2% | +113.9% |
| 1Y | +216.1% | -30.5% | +246.5% | +225.3% |
| 3Y | +292.2% | -44.3% | +336.5% | +306.4% |
| 5Y | +141.0% | -66.9% | +207.9% | +164.5% |
| All | +404.6% | -55.0% | +459.5% | +335.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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