+404.6%
VIAV vs DVA
+187.8%
+216.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | +11.2% | -1.3% | +12.5% | +11.4% |
| 30D | -10.1% | 0.0% | -10.1% | -10.2% |
| 3M | -22.9% | -10.9% | -11.9% | -21.8% |
| 6M | +28.8% | +17.3% | +11.5% | +22.8% |
| YTD | +117.5% | +59.8% | +57.7% | +92.8% |
| 1Y | +216.1% | +36.3% | +179.8% | +189.0% |
| 3Y | +292.2% | +88.6% | +203.6% | +225.7% |
| 5Y | +141.0% | +47.5% | +93.4% | +106.9% |
| All | +404.6% | +187.8% | +216.7% | +252.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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