+75.3%
VIAV vs REPL
+125.1%
-49.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -14.7% | +28.8% | -43.6% | -15.3% |
| 30D | -37.4% | +57.3% | -94.7% | -38.2% |
| 3M | -27.1% | +73.6% | -100.7% | -28.2% |
| 6M | -44.0% | +582.8% | -626.9% | -43.3% |
| YTD | +64.9% | +112.9% | -48.0% | +65.9% |
| 1Y | +75.3% | +130.7% | -55.4% | +74.3% |
| All | +75.3% | +125.1% | -49.8% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling