+290.8%
VIAV vs RY
+351.1%
-60.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.5% |
| 7D | +7.9% | +0.6% | +7.3% | +7.6% |
| 30D | -20.3% | +5.0% | -25.3% | -23.1% |
| 3M | -28.5% | -5.3% | -23.2% | -25.4% |
| 6M | -42.7% | +13.8% | -56.6% | -47.8% |
| YTD | +72.4% | +21.0% | +51.4% | +51.3% |
| 1Y | +81.5% | +40.5% | +41.0% | +43.5% |
| 3Y | +293.8% | +159.7% | +134.2% | +97.5% |
| 5Y | +101.4% | +124.3% | -22.9% | +10.6% |
| All | +290.8% | +351.1% | -60.3% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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