+266.2%
VIAV vs CAPR
-99.0%
+365.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.7% | +7.3% | -1.3% |
| 7D | +23.7% | +19.1% | +4.7% | +23.4% |
| 30D | -21.2% | +48.8% | -70.0% | -21.6% |
| 3M | -24.5% | +144.4% | -168.9% | -25.7% |
| 6M | -39.1% | -67.5% | +28.4% | -38.8% |
| YTD | +82.6% | -64.5% | +147.1% | +83.0% |
| 1Y | +82.7% | +74.4% | +8.3% | +74.5% |
| 3Y | +315.1% | +265.7% | +49.3% | +285.2% |
| 5Y | +113.4% | +196.0% | -82.6% | +97.2% |
| 10Y | +317.2% | -62.4% | +379.5% | +273.8% |
| All | +266.2% | -99.0% | +365.2% | +219.6% |
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