+137.6%
VIAV vs BROS
+41.2%
+96.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -1.5% | +12.7% | +11.3% |
| 7D | +11.3% | -0.9% | +12.2% | +11.4% |
| 30D | -1.0% | -13.5% | +12.5% | +0.7% |
| 3M | -20.5% | -18.4% | -2.1% | -19.3% |
| 6M | +39.0% | -10.6% | +49.6% | +39.1% |
| YTD | +117.5% | -25.1% | +142.5% | +122.0% |
| 1Y | +233.8% | -28.6% | +262.4% | +241.5% |
| 3Y | +295.4% | +65.6% | +229.8% | +250.1% |
| All | +137.6% | +41.2% | +96.4% | +116.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling