+404.6%
VIAV vs COPX
+583.8%
-179.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | +11.2% | -2.3% | +13.5% | +12.4% |
| 30D | -10.1% | +0.3% | -10.4% | -10.2% |
| 3M | -22.9% | +6.8% | -29.7% | -24.9% |
| 6M | +28.8% | +7.9% | +20.8% | +24.5% |
| YTD | +117.5% | +23.7% | +93.7% | +98.7% |
| 1Y | +216.1% | +71.5% | +144.5% | +153.5% |
| 3Y | +292.2% | +149.1% | +143.1% | +163.1% |
| 5Y | +141.0% | +167.3% | -26.3% | +50.0% |
| All | +404.6% | +583.8% | -179.2% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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