+137.4%
VIAV vs REPL
-52.9%
+190.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -1.8% | +13.0% | +11.2% |
| 7D | +11.3% | -5.7% | +17.1% | +11.5% |
| 30D | -1.0% | +22.5% | -23.5% | -1.7% |
| 3M | -20.5% | +64.7% | -85.2% | -22.9% |
| 6M | +39.0% | +83.0% | -44.0% | +31.7% |
| YTD | +117.5% | +52.0% | +65.5% | +107.1% |
| 1Y | +233.8% | +144.5% | +89.2% | +205.5% |
| 3Y | +295.4% | -25.1% | +320.5% | +256.7% |
| All | +137.4% | -52.9% | +190.3% | +112.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling