+404.6%
VIAV vs CBOE
+368.5%
+36.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.2% | +5.9% | +4.0% |
| 7D | +11.2% | -5.8% | +17.0% | +12.3% |
| 30D | -10.1% | -3.1% | -7.0% | -9.7% |
| 3M | -22.9% | -4.8% | -18.1% | -22.6% |
| 6M | +28.8% | -0.6% | +29.3% | +27.1% |
| YTD | +117.5% | +12.8% | +104.7% | +107.7% |
| 1Y | +216.1% | +19.8% | +196.3% | +197.5% |
| 3Y | +292.2% | +86.9% | +205.3% | +216.3% |
| 5Y | +141.0% | +136.5% | +4.5% | +76.9% |
| All | +404.6% | +368.5% | +36.0% | +172.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 10y: compounded portfolio wealth divided by compounded CBOE 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…
10y analysis · Full analysis span regression · 6 months rolling