+369.8%
VIAV vs RNG
+305.9%
+64.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | +13.6% | -4.1% | +17.6% | +14.1% |
| 30D | +5.3% | +8.6% | -3.3% | +3.4% |
| 3M | -15.6% | +78.0% | -93.6% | -25.2% |
| 6M | +34.0% | +67.0% | -33.0% | +18.5% |
| YTD | +119.9% | +142.4% | -22.6% | +76.7% |
| 1Y | +235.2% | +120.4% | +114.7% | +173.7% |
| 3Y | +299.8% | +122.1% | +177.7% | +212.8% |
| 5Y | +140.1% | -69.8% | +209.9% | +156.3% |
| 10Y | +420.3% | +223.4% | +196.9% | +204.3% |
| All | +369.8% | +305.9% | +64.0% | +154.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling