+2,518.5%
VIAV vs STZ
+5,616.9%
-3,098.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.3% | -5.8% |
| 7D | +7.9% | +2.6% | +5.3% | +7.2% |
| 30D | -20.3% | +15.2% | -35.5% | -24.2% |
| 3M | -28.5% | +7.6% | -36.2% | -31.3% |
| 6M | -42.7% | +5.3% | -48.0% | -44.9% |
| YTD | +72.4% | +8.6% | +63.7% | +62.9% |
| 1Y | +81.5% | +15.6% | +65.9% | +68.2% |
| 3Y | +293.8% | -35.2% | +329.0% | +325.6% |
| 5Y | +101.4% | -29.1% | +130.5% | +110.2% |
| 10Y | +293.8% | +12.9% | +280.9% | +244.2% |
| All | +2,518.5% | +5,616.9% | -3,098.5% | +625.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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