+140.1%
VIAV vs RL
+233.3%
-93.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.5% | +2.1% |
| 7D | +13.6% | -0.3% | +13.8% | +13.5% |
| 30D | +5.3% | -17.5% | +22.8% | +11.4% |
| 3M | -15.6% | -14.0% | -1.6% | -12.1% |
| 6M | +34.0% | -2.0% | +36.0% | +33.6% |
| YTD | +119.9% | -4.6% | +124.5% | +120.5% |
| 1Y | +235.2% | +9.5% | +225.7% | +222.1% |
| 3Y | +299.8% | +200.5% | +99.3% | +175.9% |
| 5Y | +140.1% | +226.3% | -86.2% | +54.6% |
| All | +140.1% | +233.3% | -93.2% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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