+137.6%
VIAV vs BROS
+35.1%
+102.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.6% | +3.5% |
| 7D | +11.2% | -5.8% | +16.9% | +12.0% |
| 30D | -10.1% | -14.0% | +3.8% | -8.5% |
| 3M | -22.9% | -32.5% | +9.6% | -19.7% |
| 6M | +28.8% | -14.9% | +43.7% | +29.7% |
| YTD | +117.5% | -28.3% | +145.7% | +123.2% |
| 1Y | +216.1% | -34.0% | +250.1% | +226.6% |
| 3Y | +292.2% | +63.0% | +229.3% | +248.0% |
| All | +137.6% | +35.1% | +102.5% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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