+507.3%
VIAV vs P
+485.4%
+22.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.3% |
| 7D | -4.6% | +6.5% | -11.1% | -6.4% |
| 30D | -10.4% | +18.8% | -29.2% | -15.1% |
| 3M | -34.5% | +26.7% | -61.2% | -38.7% |
| 6M | +7.0% | +62.2% | -55.2% | -6.2% |
| YTD | +95.6% | +48.5% | +47.1% | +74.6% |
| 1Y | +197.2% | +26.4% | +170.8% | +170.9% |
| 3Y | +232.0% | +159.4% | +72.6% | +134.6% |
| 5Y | +102.2% | +275.8% | -173.6% | +25.6% |
| 10Y | +344.6% | +732.0% | -387.4% | +118.9% |
| All | +507.3% | +485.4% | +22.0% | +204.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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