+290.8%
VIAV vs DECK
+753.0%
-462.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.7% | -8.3% | -6.2% |
| 7D | +7.9% | +0.1% | +7.8% | +7.9% |
| 30D | -20.3% | +4.8% | -25.1% | -21.4% |
| 3M | -28.5% | -6.9% | -21.6% | -27.7% |
| 6M | -42.7% | -7.6% | -35.1% | -42.7% |
| YTD | +72.4% | -16.3% | +88.6% | +75.4% |
| 1Y | +81.5% | +4.5% | +77.0% | +74.2% |
| 3Y | +293.8% | -17.1% | +311.0% | +260.4% |
| 5Y | +101.4% | +21.9% | +79.5% | +55.5% |
| All | +290.8% | +753.0% | -462.1% | +61.6% |
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