+292.2%
VIAV vs RNG
+119.8%
+172.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.6% |
| 7D | +11.2% | -6.1% | +17.2% | +11.4% |
| 30D | -10.1% | +9.6% | -19.7% | -10.7% |
| 3M | -22.9% | +83.3% | -106.2% | -26.3% |
| 6M | +28.8% | +77.9% | -49.2% | +22.3% |
| YTD | +117.5% | +139.9% | -22.5% | +94.3% |
| 1Y | +216.1% | +121.7% | +94.4% | +185.7% |
| 3Y | +292.2% | +121.9% | +170.3% | +224.9% |
| All | +292.2% | +119.8% | +172.4% | +224.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling