+2,871.3%
VIAV vs M
+314.2%
+2,557.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +2.8% |
| 7D | -4.6% | +4.7% | -9.3% | -6.0% |
| 30D | -10.4% | -9.6% | -0.7% | -7.7% |
| 3M | -34.5% | +0.9% | -35.3% | -35.0% |
| 6M | +7.0% | +22.3% | -15.3% | -0.3% |
| YTD | +95.6% | +6.5% | +89.1% | +88.3% |
| 1Y | +197.2% | +38.8% | +158.4% | +162.2% |
| 3Y | +232.0% | +115.9% | +116.1% | +134.6% |
| 5Y | +102.2% | +28.6% | +73.6% | +50.3% |
| 10Y | +344.6% | -2.5% | +347.2% | +171.8% |
| All | +2,871.3% | +314.2% | +2,557.1% | +739.4% |
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