+2,518.5%
VIAV vs M
+347.7%
+2,170.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.5% | -7.1% | -6.1% |
| 7D | +7.9% | +7.0% | +0.9% | +5.7% |
| 30D | -20.3% | +8.9% | -29.2% | -22.8% |
| 3M | -28.5% | +4.5% | -33.0% | -30.2% |
| 6M | -42.7% | +36.2% | -78.9% | -48.9% |
| YTD | +72.4% | +15.1% | +57.3% | +60.5% |
| 1Y | +81.5% | +27.4% | +54.0% | +63.3% |
| 3Y | +293.8% | +160.1% | +133.7% | +160.4% |
| 5Y | +101.4% | -1.6% | +103.0% | +66.0% |
| 10Y | +293.8% | -7.7% | +301.5% | +147.3% |
| All | +2,518.5% | +347.7% | +2,170.8% | +615.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling