+232.3%
VIAV vs BURL
+970.5%
-738.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.6% | +9.9% | +8.6% |
| 7D | -4.8% | +4.1% | -8.9% | -5.7% |
| 30D | -38.5% | -9.5% | -29.0% | -37.3% |
| 3M | -29.9% | -33.5% | +3.7% | -23.9% |
| 6M | -46.3% | -22.1% | -24.2% | -43.9% |
| YTD | +59.8% | -14.6% | +74.3% | +63.4% |
| 1Y | +62.3% | -8.4% | +70.7% | +62.6% |
| 3Y | +243.0% | +86.6% | +156.5% | +183.4% |
| 5Y | +80.3% | -17.2% | +97.5% | +71.5% |
| 10Y | +290.0% | +256.4% | +33.6% | +179.9% |
| All | +232.3% | +970.5% | -738.2% | +110.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling