+404.6%
VIAV vs SPY
+322.5%
+82.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.8% | +2.7% |
| 7D | +11.2% | -0.8% | +11.9% | +12.1% |
| 30D | -10.1% | -1.1% | -9.1% | -9.1% |
| 3M | -22.9% | +3.9% | -26.7% | -25.6% |
| 6M | +28.8% | +13.6% | +15.2% | +13.9% |
| YTD | +117.5% | +12.7% | +104.8% | +94.8% |
| 1Y | +216.1% | +17.5% | +198.6% | +171.3% |
| 3Y | +292.2% | +76.9% | +215.3% | +119.0% |
| 5Y | +141.0% | +83.6% | +57.4% | +28.8% |
| All | +404.6% | +322.5% | +82.1% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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