+404.6%
VIAV vs BN
+265.2%
+139.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.4% |
| 7D | +11.2% | -5.2% | +16.3% | +14.0% |
| 30D | -10.1% | -14.5% | +4.4% | -3.0% |
| 3M | -22.9% | -15.0% | -7.9% | -16.7% |
| 6M | +28.8% | -5.4% | +34.2% | +31.5% |
| YTD | +117.5% | -16.4% | +133.9% | +135.3% |
| 1Y | +216.1% | -16.2% | +232.3% | +240.8% |
| 3Y | +292.2% | +67.5% | +224.7% | +188.6% |
| 5Y | +141.0% | +34.1% | +106.9% | +92.9% |
| All | +404.6% | +265.2% | +139.4% | +141.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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