+279.8%
VIAV vs BURL
+992.7%
-712.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.0% |
| 7D | +23.7% | +0.4% | +23.3% | +23.7% |
| 30D | -21.2% | -4.3% | -16.8% | -20.5% |
| 3M | -24.5% | -28.8% | +4.3% | -19.1% |
| 6M | -39.1% | -12.8% | -26.3% | -37.9% |
| YTD | +82.6% | -12.8% | +95.4% | +86.1% |
| 1Y | +82.7% | -12.3% | +95.0% | +85.1% |
| 3Y | +315.1% | +92.7% | +222.4% | +240.8% |
| 5Y | +113.4% | -6.5% | +119.9% | +97.7% |
| 10Y | +317.2% | +245.7% | +71.4% | +200.2% |
| All | +279.8% | +992.7% | -712.9% | +139.8% |
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 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