+404.6%
VIAV vs QID
-99.2%
+503.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.8% | +5.4% | +2.8% |
| 7D | +11.2% | +1.3% | +9.9% | +11.9% |
| 30D | -10.1% | +2.9% | -13.1% | -8.6% |
| 3M | -22.9% | -0.7% | -22.2% | -20.9% |
| 6M | +28.8% | -29.7% | +58.5% | +17.4% |
| YTD | +117.5% | -27.9% | +145.3% | +102.2% |
| 1Y | +216.1% | -34.6% | +250.6% | +185.4% |
| 3Y | +292.2% | -73.5% | +365.7% | +170.6% |
| 5Y | +141.0% | -81.0% | +222.0% | +69.0% |
| All | +404.6% | -99.2% | +503.7% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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