+404.6%
VIAV vs BRO
+294.2%
+110.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.7% |
| 7D | +11.2% | -7.3% | +18.5% | +13.3% |
| 30D | -10.1% | -6.9% | -3.3% | -8.8% |
| 3M | -22.9% | +10.7% | -33.5% | -27.5% |
| 6M | +28.8% | -2.7% | +31.5% | +25.9% |
| YTD | +117.5% | -16.3% | +133.8% | +124.5% |
| 1Y | +216.1% | -29.1% | +245.2% | +250.2% |
| 3Y | +292.2% | -7.8% | +300.0% | +263.8% |
| 5Y | +141.0% | +18.7% | +122.2% | +85.9% |
| All | +404.6% | +294.2% | +110.3% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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