+155.1%
VIAV vs RVMD
+620.8%
-465.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.1% | -2.5% | -4.2% |
| 7D | +11.2% | -3.6% | +14.8% | +11.8% |
| 30D | -2.6% | -1.1% | -1.5% | -2.5% |
| 3M | -20.1% | +41.0% | -61.1% | -23.9% |
| 6M | +25.8% | +105.7% | -79.9% | +11.6% |
| YTD | +109.9% | +155.3% | -45.4% | +77.5% |
| 1Y | +214.3% | +402.7% | -188.4% | +137.8% |
| 3Y | +281.6% | +533.1% | -251.5% | +166.8% |
| 5Y | +132.6% | +583.5% | -450.9% | +50.1% |
| All | +155.1% | +620.8% | -465.7% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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