+463.7%
VIAV vs FIVE
+846.9%
-383.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.5% |
| 7D | +7.9% | +2.7% | +5.2% | +7.4% |
| 30D | -20.3% | +12.7% | -33.0% | -22.4% |
| 3M | -28.5% | +2.1% | -30.6% | -29.1% |
| 6M | -42.7% | +17.5% | -60.2% | -45.4% |
| YTD | +72.4% | +31.0% | +41.4% | +60.4% |
| 1Y | +81.5% | +67.7% | +13.7% | +59.8% |
| 3Y | +293.8% | +43.4% | +250.5% | +238.8% |
| 5Y | +101.4% | +18.1% | +83.4% | +75.6% |
| 10Y | +293.8% | +508.8% | -214.9% | +129.9% |
| All | +463.7% | +846.9% | -383.2% | +185.7% |
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