+84.9%
VIAV vs OUST
-49.1%
+133.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +14.0% | -5.8% | +6.2% |
| 7D | -4.8% | +17.0% | -21.8% | -7.1% |
| 30D | -38.5% | -16.5% | -22.0% | -36.9% |
| 3M | -29.9% | -23.7% | -6.2% | -27.1% |
| 6M | -46.3% | +18.4% | -64.7% | -47.4% |
| YTD | +59.8% | +60.8% | -1.0% | +50.2% |
| 1Y | +62.3% | +44.2% | +18.1% | +53.9% |
| 3Y | +243.0% | +668.1% | -425.1% | +150.8% |
| All | +84.9% | -49.1% | +133.9% | +67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling