+539.7%
VIAV vs FIVE
+868.1%
-328.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.1% | -1.4% | +2.5% |
| 7D | -4.6% | +4.3% | -8.9% | -5.5% |
| 30D | -10.4% | +12.5% | -22.9% | -12.9% |
| 3M | -34.5% | +31.2% | -65.7% | -38.6% |
| 6M | +7.0% | +14.4% | -7.4% | +2.7% |
| YTD | +95.6% | +33.9% | +61.7% | +81.4% |
| 1Y | +197.2% | +65.1% | +132.1% | +162.0% |
| 3Y | +232.0% | +49.0% | +183.0% | +183.1% |
| 5Y | +102.2% | +30.3% | +71.9% | +72.1% |
| 10Y | +344.6% | +481.1% | -136.5% | +161.4% |
| All | +539.7% | +868.1% | -328.4% | +223.1% |
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