+404.6%
VIAV vs BG
+166.7%
+237.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.4% | +4.1% |
| 7D | +11.2% | +3.1% | +8.0% | +10.3% |
| 30D | -10.1% | +10.2% | -20.3% | -12.6% |
| 3M | -22.9% | -1.7% | -21.2% | -22.6% |
| 6M | +28.8% | +1.0% | +27.8% | +27.8% |
| YTD | +117.5% | +39.9% | +77.5% | +96.4% |
| 1Y | +216.1% | +53.2% | +162.8% | +176.7% |
| 3Y | +292.2% | +16.3% | +275.9% | +266.4% |
| 5Y | +141.0% | +83.9% | +57.1% | +86.5% |
| All | +404.6% | +166.7% | +237.9% | +199.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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