+292.3%
VIAV vs CAPR
-99.1%
+391.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.6% |
| 7D | -4.6% | -2.0% | -2.6% | -4.6% |
| 30D | -10.4% | +139.2% | -149.6% | -11.6% |
| 3M | -34.5% | -66.4% | +31.9% | -34.1% |
| 6M | +7.0% | -63.1% | +70.1% | +7.4% |
| YTD | +95.6% | -67.4% | +163.1% | +96.6% |
| 1Y | +197.2% | +58.2% | +138.9% | +184.1% |
| 3Y | +232.0% | +42.2% | +189.8% | +212.2% |
| 5Y | +102.2% | +87.3% | +15.0% | +88.1% |
| 10Y | +344.6% | -75.3% | +419.9% | +300.4% |
| All | +292.3% | -99.1% | +391.4% | +243.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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