+292.2%
VIAV vs BG
+18.0%
+274.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.4% | +3.8% |
| 7D | +11.2% | +3.1% | +8.0% | +10.7% |
| 30D | -10.1% | +10.2% | -20.3% | -11.3% |
| 3M | -22.9% | -1.7% | -21.2% | -22.7% |
| 6M | +28.8% | +1.0% | +27.8% | +28.5% |
| YTD | +117.5% | +39.9% | +77.5% | +110.4% |
| 1Y | +216.1% | +53.2% | +162.8% | +202.2% |
| 3Y | +292.2% | +16.3% | +275.9% | +284.6% |
| All | +292.2% | +18.0% | +274.2% | +284.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling