+237.8%
VIAV vs REPL
-6.0%
+243.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +3.7% |
| 7D | -4.6% | -3.0% | -1.6% | -4.5% |
| 30D | -10.4% | +27.1% | -37.5% | -11.5% |
| 3M | -34.5% | +52.4% | -86.9% | -37.1% |
| 6M | +7.0% | +107.4% | -100.5% | -3.2% |
| YTD | +95.6% | +54.7% | +40.9% | +79.8% |
| 1Y | +197.2% | +158.9% | +38.3% | +156.3% |
| 3Y | +232.0% | -23.7% | +255.7% | +174.6% |
| 5Y | +102.2% | -54.3% | +156.5% | +70.9% |
| All | +237.8% | -6.0% | +243.8% | +125.2% |
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 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