+129.3%
VIAV vs BROS
+33.7%
+95.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.4% | -1.2% | -4.1% |
| 7D | +11.2% | -6.1% | +17.3% | +12.1% |
| 30D | -2.6% | -12.4% | +9.8% | -1.0% |
| 3M | -20.1% | -27.9% | +7.8% | -17.6% |
| 6M | +25.8% | -16.8% | +42.6% | +27.1% |
| YTD | +109.9% | -29.0% | +138.9% | +115.7% |
| 1Y | +214.3% | -33.2% | +247.5% | +224.2% |
| 3Y | +281.6% | +56.8% | +224.9% | +240.2% |
| All | +129.3% | +33.7% | +95.6% | +110.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling