+296.6%
VIAV vs STLA
-66.8%
+363.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.3% |
| 7D | +13.6% | +0.4% | +13.2% | +13.4% |
| 30D | +5.3% | -5.2% | +10.5% | +5.8% |
| 3M | -15.6% | -24.9% | +9.2% | -12.8% |
| 6M | +34.0% | -25.2% | +59.2% | +38.0% |
| YTD | +119.9% | -51.4% | +171.3% | +137.3% |
| 1Y | +235.2% | -40.7% | +275.9% | +241.5% |
| All | +296.6% | -66.8% | +363.4% | +332.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 3y: compounded portfolio wealth divided by compounded STLA 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…
3y analysis · Full analysis span regression · 6 months rolling