+3,202.9%
VIAV vs SPY
+2,828.3%
+374.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.5% | +11.7% | +12.0% |
| 7D | +11.3% | +0.5% | +10.8% | +10.2% |
| 30D | -1.0% | -0.9% | -0.1% | +0.4% |
| 3M | -20.5% | +3.9% | -24.4% | -24.5% |
| 6M | +39.0% | +14.5% | +24.5% | +14.8% |
| YTD | +117.5% | +12.9% | +104.5% | +84.4% |
| 1Y | +233.8% | +19.4% | +214.4% | +160.2% |
| 3Y | +295.4% | +78.5% | +217.0% | +62.1% |
| 5Y | +134.3% | +81.8% | +52.5% | -10.1% |
| 10Y | +398.7% | +311.5% | +87.2% | -53.0% |
| All | +3,202.9% | +2,828.3% | +374.6% | -63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling