+108.5%
VIAV vs BURL
-11.0%
+119.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.0% | +3.1% |
| 7D | -4.6% | -2.8% | -1.8% | -4.1% |
| 30D | -10.4% | -28.2% | +17.8% | -4.6% |
| 3M | -34.5% | -17.6% | -16.9% | -32.4% |
| 6M | +7.0% | -11.8% | +18.7% | +8.8% |
| YTD | +95.6% | -8.1% | +103.8% | +97.3% |
| 1Y | +197.2% | -12.0% | +209.1% | +200.3% |
| 3Y | +232.0% | +63.3% | +168.7% | +185.6% |
| All | +108.5% | -11.0% | +119.5% | +92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling