+404.6%
VIAV vs DGX
+255.3%
+149.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +3.0% |
| 7D | +11.2% | -0.9% | +12.1% | +11.5% |
| 30D | -10.1% | -1.2% | -9.0% | -9.8% |
| 3M | -22.9% | +15.8% | -38.6% | -27.2% |
| 6M | +28.8% | +18.2% | +10.6% | +20.1% |
| YTD | +117.5% | +37.2% | +80.2% | +90.6% |
| 1Y | +216.1% | +30.4% | +185.7% | +181.7% |
| 3Y | +292.2% | +96.7% | +195.5% | +186.8% |
| 5Y | +141.0% | +67.2% | +73.8% | +86.1% |
| All | +404.6% | +255.3% | +149.2% | +173.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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