+3,202.9%
VIAV vs BRO
+12,419.6%
-9,216.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.7% |
| 7D | +11.2% | -7.3% | +18.5% | +14.4% |
| 30D | -10.1% | -6.9% | -3.3% | -8.1% |
| 3M | -22.9% | +10.7% | -33.5% | -28.5% |
| 6M | +28.8% | -2.7% | +31.5% | +24.3% |
| YTD | +117.5% | -16.3% | +133.8% | +122.2% |
| 1Y | +216.1% | -29.1% | +245.2% | +245.9% |
| 3Y | +292.2% | -7.8% | +300.0% | +269.0% |
| 5Y | +141.0% | +18.7% | +122.2% | +96.3% |
| 10Y | +414.6% | +291.9% | +122.7% | +135.5% |
| All | +3,202.9% | +12,419.6% | -9,216.7% | +579.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling