+469.1%
VIAV vs FIVE
+873.2%
-404.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | +3.2% | +7.3% | -4.1% | +1.7% |
| 30D | -31.8% | +18.1% | -49.8% | -34.3% |
| 3M | -16.6% | +7.7% | -24.4% | -18.3% |
| 6M | -39.4% | +13.6% | -53.1% | -41.9% |
| YTD | +74.0% | +34.6% | +39.4% | +60.9% |
| 1Y | +70.8% | +66.2% | +4.5% | +50.7% |
| 3Y | +295.5% | +43.5% | +252.1% | +240.4% |
| 5Y | +103.3% | +20.7% | +82.7% | +76.4% |
| 10Y | +300.1% | +541.5% | -241.3% | +131.2% |
| All | +469.1% | +873.2% | -404.1% | +186.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 all: compounded portfolio wealth divided by compounded FIVE 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…
all analysis · Full analysis span regression · 6 months rolling