+466.9%
VIAV vs P
+547.6%
-80.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.4% | -4.8% | -2.4% |
| 7D | +23.7% | +17.8% | +5.9% | +18.1% |
| 30D | -21.2% | -29.9% | +8.7% | -12.1% |
| 3M | -24.5% | -1.2% | -23.4% | -23.8% |
| 6M | -39.1% | +32.1% | -71.2% | -43.4% |
| YTD | +82.6% | +64.3% | +18.3% | +59.9% |
| 1Y | +82.7% | +24.3% | +58.4% | +68.7% |
| 3Y | +315.1% | +203.2% | +111.8% | +183.8% |
| 5Y | +113.4% | +290.4% | -177.0% | +32.3% |
| 10Y | +317.2% | +680.9% | -363.7% | +105.3% |
| All | +466.9% | +547.6% | -80.7% | +179.1% |
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