+323.1%
VIAV vs BURL
+97.8%
+225.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.9% | +5.5% | +6.3% |
| 7D | +12.3% | -0.8% | +13.1% | +12.5% |
| 30D | -21.0% | -4.4% | -16.5% | -20.4% |
| 3M | -14.1% | -28.6% | +14.5% | -9.6% |
| 6M | -39.9% | -12.3% | -27.6% | -39.3% |
| YTD | +85.2% | -11.3% | +96.5% | +87.4% |
| 1Y | +84.3% | -10.4% | +94.7% | +85.4% |
| All | +323.1% | +97.8% | +225.3% | +291.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling