+404.6%
VIAV vs RVTY
+145.6%
+258.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.8% | +0.8% | +2.6% |
| 7D | +11.2% | -4.5% | +15.7% | +13.0% |
| 30D | -10.1% | +5.5% | -15.6% | -12.2% |
| 3M | -22.9% | +22.5% | -45.4% | -29.4% |
| 6M | +28.8% | +38.9% | -10.1% | +10.9% |
| YTD | +117.5% | +28.7% | +88.7% | +91.1% |
| 1Y | +216.1% | +45.5% | +170.6% | +162.1% |
| 3Y | +292.2% | +16.4% | +275.8% | +243.1% |
| 5Y | +141.0% | -32.7% | +173.7% | +163.7% |
| All | +404.6% | +145.6% | +258.9% | +153.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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