+420.3%
VIAV vs D
+34.1%
+386.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.5% |
| 7D | +13.6% | -0.4% | +14.0% | +13.7% |
| 30D | +5.3% | -2.1% | +7.4% | +5.9% |
| 3M | -15.6% | -0.7% | -14.9% | -15.7% |
| 6M | +34.0% | +5.6% | +28.4% | +31.4% |
| YTD | +119.9% | +14.6% | +105.3% | +110.7% |
| 1Y | +235.2% | +15.3% | +219.8% | +219.9% |
| 3Y | +299.8% | +59.1% | +240.7% | +239.4% |
| 5Y | +140.1% | +3.9% | +136.2% | +131.1% |
| 10Y | +420.3% | +38.5% | +381.8% | +387.1% |
| All | +420.3% | +34.1% | +386.3% | +387.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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