+187.2%
VIAV vs QS
-47.0%
+234.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.6% | +7.7% | +1.6% |
| 7D | +13.6% | -4.2% | +17.8% | +13.9% |
| 30D | +5.3% | -15.7% | +21.0% | +6.6% |
| 3M | -15.6% | -28.7% | +13.1% | -13.8% |
| 6M | +34.0% | -23.2% | +57.2% | +36.3% |
| YTD | +119.9% | -49.9% | +169.8% | +128.7% |
| 1Y | +235.2% | -38.8% | +274.0% | +242.9% |
| 3Y | +299.8% | -24.0% | +323.8% | +289.6% |
| 5Y | +140.1% | -75.6% | +215.7% | +135.4% |
| All | +187.2% | -47.0% | +234.2% | +216.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling