+462.9%
VIAV vs CBOE
+1,003.5%
-540.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.5% | -3.0% | -4.1% |
| 7D | +11.2% | -3.7% | +14.9% | +12.4% |
| 30D | -2.6% | +2.0% | -4.6% | -3.2% |
| 3M | -20.1% | -4.2% | -15.9% | -19.7% |
| 6M | +25.8% | +1.2% | +24.7% | +22.5% |
| YTD | +109.9% | +15.4% | +94.5% | +94.4% |
| 1Y | +214.3% | +23.5% | +190.8% | +184.0% |
| 3Y | +281.6% | +93.2% | +188.4% | +179.7% |
| 5Y | +132.6% | +142.0% | -9.4% | +52.2% |
| 10Y | +396.7% | +379.2% | +17.5% | +114.7% |
| All | +462.9% | +1,003.5% | -540.6% | +20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling