+295.4%
VIAV vs M
+120.4%
+175.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -2.6% | +13.8% | +11.6% |
| 7D | +11.3% | +2.4% | +8.9% | +10.8% |
| 30D | -1.0% | -11.6% | +10.6% | +1.2% |
| 3M | -20.5% | +1.6% | -22.1% | -21.0% |
| 6M | +39.0% | +25.2% | +13.8% | +32.7% |
| YTD | +117.5% | +3.8% | +113.7% | +113.4% |
| 1Y | +233.8% | +36.3% | +197.4% | +210.5% |
| 3Y | +295.4% | +116.3% | +179.1% | +196.7% |
| All | +295.4% | +120.4% | +175.0% | +196.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling