+197.2%
VIAV vs RMBS
+16.3%
+180.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.3% | +3.1% |
| 7D | -4.6% | -0.3% | -4.2% | -4.4% |
| 30D | -10.4% | -12.2% | +1.8% | -5.0% |
| 3M | -34.5% | -49.5% | +15.1% | -16.3% |
| 6M | +7.0% | -7.1% | +14.1% | +14.2% |
| YTD | +95.6% | -7.0% | +102.6% | +104.7% |
| 1Y | +197.2% | +13.3% | +183.8% | +197.3% |
| All | +197.2% | +16.3% | +180.9% | +197.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling