+404.6%
VIAV vs RNG
+222.9%
+181.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.6% |
| 7D | +11.2% | -6.1% | +17.2% | +12.2% |
| 30D | -10.1% | +9.6% | -19.7% | -11.8% |
| 3M | -22.9% | +83.3% | -106.2% | -31.7% |
| 6M | +28.8% | +77.9% | -49.2% | +12.9% |
| YTD | +117.5% | +139.9% | -22.5% | +75.8% |
| 1Y | +216.1% | +121.7% | +94.4% | +158.9% |
| 3Y | +292.2% | +121.9% | +170.3% | +207.9% |
| 5Y | +141.0% | -68.4% | +209.3% | +155.1% |
| All | +404.6% | +222.9% | +181.7% | +178.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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