+184.0%
VIAV vs RMBS
+1,376.2%
-1,192.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.8% |
| 7D | +13.6% | +3.5% | +10.1% | +12.5% |
| 30D | +5.3% | -8.6% | +13.9% | +8.7% |
| 3M | -15.6% | -40.3% | +24.7% | -1.0% |
| 6M | +34.0% | -1.0% | +35.0% | +33.7% |
| YTD | +119.9% | -4.6% | +124.5% | +118.2% |
| 1Y | +235.2% | +17.6% | +217.6% | +206.9% |
| 3Y | +299.8% | +58.6% | +241.2% | +210.4% |
| 5Y | +140.1% | +270.9% | -130.9% | +39.5% |
| 10Y | +420.3% | +569.1% | -148.8% | +146.9% |
| All | +184.0% | +1,376.2% | -1,192.2% | -48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling