+205.6%
VIAV vs OUST
-61.4%
+266.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +2.9% | +8.2% | +10.8% |
| 7D | +11.3% | +12.7% | -1.4% | +9.7% |
| 30D | -1.0% | -13.6% | +12.6% | +0.9% |
| 3M | -20.5% | -8.3% | -12.2% | -20.1% |
| 6M | +39.0% | +85.0% | -46.0% | +29.3% |
| YTD | +117.5% | +73.2% | +44.2% | +102.7% |
| 1Y | +233.8% | +32.5% | +201.3% | +214.7% |
| 3Y | +295.4% | +643.8% | -348.4% | +193.2% |
| 5Y | +134.3% | -52.1% | +186.4% | +106.2% |
| All | +205.6% | -61.4% | +266.9% | +173.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded OUST 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling