+404.6%
VIAV vs NTRS
+259.9%
+144.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +3.1% |
| 7D | +11.2% | +1.4% | +9.8% | +10.3% |
| 30D | -10.1% | -0.7% | -9.5% | -9.9% |
| 3M | -22.9% | +11.3% | -34.2% | -26.8% |
| 6M | +28.8% | +35.5% | -6.8% | +11.0% |
| YTD | +117.5% | +40.6% | +76.9% | +84.4% |
| 1Y | +216.1% | +49.2% | +166.9% | +160.4% |
| 3Y | +292.2% | +167.2% | +125.0% | +138.8% |
| 5Y | +141.0% | +94.9% | +46.0% | +64.9% |
| All | +404.6% | +259.9% | +144.6% | +134.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 10y: compounded portfolio wealth divided by compounded NTRS 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…
10y analysis · Full analysis span regression · 6 months rolling