+345.2%
VIAV vs DECK
+718.3%
-373.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.3% |
| 7D | -4.6% | -2.2% | -2.4% | -4.1% |
| 30D | -10.4% | -13.6% | +3.2% | -7.5% |
| 3M | -34.5% | -21.2% | -13.2% | -31.5% |
| 6M | +7.0% | -21.1% | +28.1% | +11.8% |
| YTD | +95.6% | -17.2% | +112.9% | +100.3% |
| 1Y | +197.2% | -30.7% | +227.9% | +215.9% |
| 3Y | +232.0% | -3.4% | +235.4% | +187.9% |
| 5Y | +102.2% | +25.5% | +76.7% | +54.1% |
| All | +345.2% | +718.3% | -373.1% | +89.0% |
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