+404.6%
VIAV vs QSR
+135.2%
+269.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.4% |
| 7D | +11.2% | -4.0% | +15.2% | +12.8% |
| 30D | -10.1% | +2.8% | -12.9% | -11.3% |
| 3M | -22.9% | +5.1% | -28.0% | -25.3% |
| 6M | +28.8% | +8.8% | +20.0% | +22.6% |
| YTD | +117.5% | +14.8% | +102.6% | +101.1% |
| 1Y | +216.1% | +25.7% | +190.3% | +180.3% |
| 3Y | +292.2% | +27.5% | +264.7% | +239.5% |
| 5Y | +141.0% | +41.3% | +99.7% | +95.9% |
| All | +404.6% | +135.2% | +269.4% | +212.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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