+139.6%
VIAV vs RMBS
+265.4%
-125.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +3.0% |
| 7D | +11.2% | +1.8% | +9.4% | +10.6% |
| 30D | -10.1% | -13.9% | +3.8% | -5.2% |
| 3M | -22.9% | -39.8% | +16.9% | -9.3% |
| 6M | +28.8% | -6.0% | +34.8% | +32.5% |
| YTD | +117.5% | -5.4% | +122.8% | +119.6% |
| 1Y | +216.1% | -1.8% | +217.9% | +211.4% |
| 3Y | +292.2% | +53.7% | +238.5% | +214.1% |
| All | +139.6% | +265.4% | -125.8% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling