+404.6%
VIAV vs RMBS
+566.4%
-161.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +2.9% |
| 7D | +11.2% | +1.8% | +9.4% | +10.5% |
| 30D | -10.1% | -13.9% | +3.8% | -4.6% |
| 3M | -22.9% | -39.8% | +16.9% | -7.0% |
| 6M | +28.8% | -6.0% | +34.8% | +31.3% |
| YTD | +117.5% | -5.4% | +122.8% | +116.4% |
| 1Y | +216.1% | -1.8% | +217.9% | +204.1% |
| 3Y | +292.2% | +53.7% | +238.5% | +187.2% |
| 5Y | +141.0% | +268.5% | -127.5% | +8.9% |
| All | +404.6% | +566.4% | -161.9% | +57.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling