+323.1%
VIAV vs D
+47.5%
+275.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.5% | +6.9% | +6.5% |
| 7D | +12.3% | -2.4% | +14.7% | +12.9% |
| 30D | -21.0% | +9.0% | -29.9% | -23.0% |
| 3M | -14.1% | +1.0% | -15.0% | -14.6% |
| 6M | -39.9% | +11.0% | -50.9% | -42.2% |
| YTD | +85.2% | +19.8% | +65.4% | +74.6% |
| 1Y | +84.3% | +16.0% | +68.3% | +75.1% |
| 3Y | +320.9% | +74.4% | +246.6% | +246.6% |
| 5Y | +117.5% | +13.5% | +104.0% | +103.8% |
| 10Y | +323.1% | +48.4% | +274.7% | +297.8% |
| All | +323.1% | +47.5% | +275.6% | +297.8% |
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