+404.6%
VIAV vs DD
+66.6%
+338.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.7% |
| 7D | +11.2% | -3.5% | +14.7% | +12.9% |
| 30D | -10.1% | -11.7% | +1.5% | -4.9% |
| 3M | -22.9% | -9.2% | -13.6% | -19.3% |
| 6M | +28.8% | -7.2% | +36.0% | +34.1% |
| YTD | +117.5% | +6.6% | +110.8% | +112.9% |
| 1Y | +216.1% | +32.0% | +184.1% | +181.2% |
| 3Y | +292.2% | +42.1% | +250.1% | +230.7% |
| 5Y | +141.0% | +58.1% | +82.9% | +90.0% |
| All | +404.6% | +66.6% | +338.0% | +222.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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