+219.8%
VIAV vs REPL
+36.1%
+183.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -6.4% | +12.9% | +6.7% |
| 7D | +12.3% | +5.3% | +7.1% | +12.0% |
| 30D | -21.0% | +66.6% | -87.6% | -23.1% |
| 3M | -14.1% | +59.6% | -73.6% | -16.3% |
| 6M | -39.9% | +482.4% | -522.3% | -46.7% |
| YTD | +85.2% | +124.1% | -38.9% | +66.6% |
| 1Y | +84.3% | +138.6% | -54.3% | +65.1% |
| 3Y | +320.9% | +96.0% | +224.9% | +219.6% |
| 5Y | +117.5% | -35.4% | +152.9% | +80.7% |
| All | +219.8% | +36.1% | +183.6% | +108.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling