+300.1%
VIAV vs BURL
+247.8%
+52.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.8% | -2.7% |
| 7D | +3.2% | +5.9% | -2.7% | +1.8% |
| 30D | -31.8% | -8.3% | -23.5% | -30.4% |
| 3M | -16.6% | -31.6% | +15.0% | -9.3% |
| 6M | -39.4% | -16.6% | -22.8% | -37.6% |
| YTD | +74.0% | -12.1% | +86.1% | +77.2% |
| 1Y | +70.8% | -10.0% | +80.7% | +72.0% |
| 3Y | +295.5% | +94.3% | +201.3% | +215.7% |
| 5Y | +103.3% | -13.2% | +116.6% | +91.2% |
| 10Y | +300.1% | +252.5% | +47.6% | +182.5% |
| All | +300.1% | +247.8% | +52.3% | +182.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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