+139.6%
VIAV vs NYT
+38.8%
+100.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.5% |
| 7D | +11.2% | -0.6% | +11.8% | +11.3% |
| 30D | -10.1% | +4.6% | -14.7% | -11.1% |
| 3M | -22.9% | -9.6% | -13.3% | -21.8% |
| 6M | +28.8% | -14.0% | +42.8% | +32.2% |
| YTD | +117.5% | -2.8% | +120.3% | +115.1% |
| 1Y | +216.1% | +15.6% | +200.5% | +196.3% |
| 3Y | +292.2% | +56.3% | +235.9% | +230.3% |
| All | +139.6% | +38.8% | +100.8% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 5y: compounded portfolio wealth divided by compounded NYT 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…
5y analysis · Full analysis span regression · 6 months rolling