+387.0%
VIAV vs M
-10.0%
+396.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.7% | +0.2% | -3.7% |
| 7D | +11.2% | -8.8% | +20.0% | +12.9% |
| 30D | -2.6% | -16.4% | +13.8% | +0.3% |
| 3M | -20.1% | -10.8% | -9.3% | -18.8% |
| 6M | +25.8% | +16.1% | +9.7% | +22.1% |
| YTD | +109.9% | -5.3% | +115.1% | +109.8% |
| 1Y | +214.3% | +24.9% | +189.4% | +199.0% |
| 3Y | +281.6% | +97.5% | +184.1% | +222.8% |
| 5Y | +132.6% | +20.4% | +112.2% | +104.0% |
| All | +387.0% | -10.0% | +396.9% | +261.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded M 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling