+293.8%
VIAV vs REPL
+97.7%
+196.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.6% |
| 7D | +7.9% | +1.2% | +6.7% | +7.9% |
| 30D | -20.3% | +92.2% | -112.5% | -21.6% |
| 3M | -28.5% | +44.1% | -72.6% | -29.3% |
| 6M | -42.7% | +313.0% | -355.7% | -44.8% |
| YTD | +72.4% | +125.2% | -52.8% | +66.8% |
| 1Y | +81.5% | +143.8% | -62.3% | +75.2% |
| 3Y | +293.8% | +104.2% | +189.6% | +253.3% |
| All | +293.8% | +97.7% | +196.1% | +253.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling