+387.0%
VIAV vs URA
+361.2%
+25.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.0% | -0.6% | -3.2% |
| 7D | +11.2% | -1.5% | +12.7% | +11.9% |
| 30D | -2.6% | -0.4% | -2.2% | -2.4% |
| 3M | -20.1% | +6.3% | -26.4% | -21.4% |
| 6M | +25.8% | -14.0% | +39.8% | +32.4% |
| YTD | +109.9% | +5.3% | +104.6% | +107.0% |
| 1Y | +214.3% | +11.7% | +202.6% | +201.3% |
| 3Y | +281.6% | +109.8% | +171.8% | +191.1% |
| 5Y | +132.6% | +108.0% | +24.6% | +68.3% |
| All | +387.0% | +361.2% | +25.7% | +138.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded URA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling