+139.6%
VIAV vs BRO
+17.6%
+122.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.6% |
| 7D | +11.2% | -7.3% | +18.5% | +11.1% |
| 30D | -10.1% | -6.9% | -3.3% | -10.2% |
| 3M | -22.9% | +10.7% | -33.5% | -24.7% |
| 6M | +28.8% | -2.7% | +31.5% | +28.7% |
| YTD | +117.5% | -16.3% | +133.8% | +124.7% |
| 1Y | +216.1% | -29.1% | +245.2% | +243.2% |
| 3Y | +292.2% | -7.8% | +300.0% | +270.8% |
| All | +139.6% | +17.6% | +122.0% | +97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling