+404.6%
VIAV vs UL
+66.7%
+337.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.5% |
| 7D | +11.2% | -3.4% | +14.6% | +11.9% |
| 30D | -10.1% | +0.5% | -10.6% | -10.3% |
| 3M | -22.9% | +7.2% | -30.1% | -25.0% |
| 6M | +28.8% | -3.1% | +31.8% | +28.4% |
| YTD | +117.5% | -2.7% | +120.2% | +115.8% |
| 1Y | +216.1% | -10.2% | +226.3% | +220.8% |
| 3Y | +292.2% | +20.3% | +272.0% | +254.8% |
| 5Y | +141.0% | +19.9% | +121.0% | +114.7% |
| All | +404.6% | +66.7% | +337.9% | +337.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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