+387.0%
VIAV vs COO
+17.5%
+369.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -14.7% | +10.1% | +1.0% |
| 7D | +11.2% | -23.3% | +34.5% | +22.2% |
| 30D | -2.6% | -29.5% | +26.9% | +10.3% |
| 3M | -20.1% | -20.0% | -0.1% | -14.9% |
| 6M | +25.8% | -27.2% | +53.0% | +38.5% |
| YTD | +109.9% | -33.9% | +143.8% | +141.2% |
| 1Y | +214.3% | -19.9% | +234.2% | +230.9% |
| 3Y | +281.6% | -38.1% | +319.7% | +330.7% |
| 5Y | +132.6% | -52.0% | +184.6% | +191.6% |
| All | +387.0% | +17.5% | +369.4% | +307.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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