+292.2%
VIAV vs BOXX
+14.7%
+277.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +4.0% |
| 7D | +11.2% | +0.1% | +11.1% | +11.6% |
| 30D | -10.1% | +0.3% | -10.4% | -7.9% |
| 3M | -22.9% | +1.0% | -23.9% | -16.5% |
| 6M | +28.8% | +1.9% | +26.8% | +45.5% |
| YTD | +117.5% | +2.7% | +114.8% | +149.0% |
| 1Y | +216.1% | +4.0% | +212.0% | +264.6% |
| 3Y | +292.2% | +14.7% | +277.6% | +434.0% |
| All | +292.2% | +14.7% | +277.6% | +434.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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