+184.1%
VIAV vs QS
-46.4%
+230.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +3.5% |
| 7D | +11.2% | -3.6% | +14.8% | +11.4% |
| 30D | -10.1% | -17.2% | +7.1% | -8.9% |
| 3M | -22.9% | -27.0% | +4.1% | -21.3% |
| 6M | +28.8% | -24.6% | +53.4% | +31.1% |
| YTD | +117.5% | -49.3% | +166.8% | +126.0% |
| 1Y | +216.1% | -40.3% | +256.4% | +223.8% |
| 3Y | +292.2% | -23.8% | +316.0% | +282.1% |
| 5Y | +141.0% | -75.0% | +215.9% | +136.1% |
| All | +184.1% | -46.4% | +230.5% | +212.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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