+92.0%
VIAV vs PL
+41.8%
+50.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -0.9% |
| 7D | +23.7% | +22.3% | +1.5% | +19.8% |
| 30D | -21.2% | -8.3% | -12.9% | -19.8% |
| 3M | -24.5% | -43.3% | +18.7% | -17.5% |
| 6M | -39.1% | -65.8% | +26.8% | -29.0% |
| YTD | +82.6% | -29.5% | +112.1% | +90.4% |
| 1Y | +82.7% | +11.7% | +71.0% | +78.2% |
| 3Y | +315.1% | +540.6% | -225.5% | +191.6% |
| 5Y | +113.4% | +32.9% | +80.5% | +60.3% |
| All | +92.0% | +41.8% | +50.1% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling