-13.5%
VIAV vs BG
+1,192.5%
-1,206.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.4% | -4.9% |
| 7D | +11.2% | +3.7% | +7.5% | +9.7% |
| 30D | -2.6% | +12.3% | -14.9% | -7.2% |
| 3M | -20.1% | -2.2% | -17.9% | -19.7% |
| 6M | +25.8% | +5.3% | +20.5% | +22.2% |
| YTD | +109.9% | +42.4% | +67.5% | +79.6% |
| 1Y | +214.3% | +55.2% | +159.1% | +157.5% |
| 3Y | +281.6% | +21.0% | +260.7% | +235.5% |
| 5Y | +132.6% | +87.1% | +45.4% | +62.3% |
| 10Y | +396.7% | +169.8% | +226.8% | +166.2% |
| All | -13.5% | +1,192.5% | -1,206.0% | -73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling