+404.6%
VIAV vs DG
+101.8%
+302.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +3.4% |
| 7D | +11.2% | -6.5% | +17.6% | +12.0% |
| 30D | -10.1% | +4.2% | -14.3% | -10.8% |
| 3M | -22.9% | +9.5% | -32.4% | -24.4% |
| 6M | +28.8% | -13.1% | +41.9% | +30.9% |
| YTD | +117.5% | -4.8% | +122.3% | +116.5% |
| 1Y | +216.1% | +20.6% | +195.5% | +199.2% |
| 3Y | +292.2% | +4.9% | +287.3% | +270.4% |
| 5Y | +141.0% | -37.9% | +178.8% | +160.4% |
| All | +404.6% | +101.8% | +302.8% | +292.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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