+117.5%
VIAV vs RBA
+47.4%
+70.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.5% | +6.9% | +6.5% |
| 7D | +12.3% | +0.6% | +11.7% | +12.2% |
| 30D | -21.0% | +9.0% | -29.9% | -22.3% |
| 3M | -14.1% | +7.2% | -21.2% | -15.5% |
| 6M | -39.9% | -7.8% | -32.2% | -39.4% |
| YTD | +85.2% | -6.4% | +91.5% | +85.0% |
| 1Y | +84.3% | -4.2% | +88.4% | +82.9% |
| 3Y | +320.9% | +64.1% | +256.9% | +255.4% |
| 5Y | +117.5% | +48.4% | +69.1% | +88.3% |
| All | +117.5% | +47.4% | +70.2% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 5y: compounded portfolio wealth divided by compounded RBA 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…
5y analysis · Full analysis span regression · 6 months rolling