+296.6%
VIAV vs REPL
-27.0%
+323.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.2% |
| 7D | +13.6% | -9.6% | +23.1% | +13.8% |
| 30D | +5.3% | +5.7% | -0.4% | +5.2% |
| 3M | -15.6% | +56.4% | -72.0% | -17.3% |
| 6M | +34.0% | +67.4% | -33.4% | +30.5% |
| YTD | +119.9% | +48.7% | +71.2% | +114.6% |
| 1Y | +235.2% | +148.3% | +86.9% | +219.5% |
| All | +296.6% | -27.0% | +323.6% | +270.2% |
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