+2,871.3%
VIAV vs UL
+1,714.3%
+1,157.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.7% | +3.7% |
| 7D | -4.6% | -1.3% | -3.3% | -4.0% |
| 30D | -10.4% | +0.5% | -10.9% | -10.9% |
| 3M | -34.5% | +17.6% | -52.1% | -40.2% |
| 6M | +7.0% | -5.4% | +12.3% | +7.2% |
| YTD | +95.6% | +0.7% | +94.9% | +89.8% |
| 1Y | +197.2% | -9.3% | +206.4% | +200.8% |
| 3Y | +232.0% | +24.5% | +207.5% | +185.3% |
| 5Y | +102.2% | +23.2% | +79.0% | +70.1% |
| 10Y | +344.6% | +64.5% | +280.2% | +214.1% |
| All | +2,871.3% | +1,714.3% | +1,157.1% | +751.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling