+279.6%
VIAV vs DECK
+874.1%
-594.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.2% | +9.4% | +8.5% |
| 7D | -4.8% | +5.8% | -10.6% | -6.2% |
| 30D | -38.5% | +7.9% | -46.3% | -39.7% |
| 3M | -29.9% | -11.4% | -18.5% | -28.3% |
| 6M | -46.3% | -16.6% | -29.7% | -44.9% |
| YTD | +59.8% | -16.4% | +76.1% | +62.5% |
| 1Y | +62.3% | +8.6% | +53.7% | +54.2% |
| 3Y | +243.0% | -15.1% | +258.1% | +211.4% |
| 5Y | +80.3% | +22.9% | +57.4% | +38.8% |
| All | +279.6% | +874.1% | -594.5% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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