+410.2%
VIAV vs URA
+380.3%
+29.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.5% | +1.6% |
| 7D | +13.6% | +5.7% | +7.8% | +11.5% |
| 30D | +5.3% | +5.6% | -0.3% | +3.5% |
| 3M | -15.6% | +6.2% | -21.8% | -17.1% |
| 6M | +34.0% | -8.2% | +42.2% | +38.0% |
| YTD | +119.9% | +9.7% | +110.2% | +113.8% |
| 1Y | +235.2% | +17.0% | +218.2% | +216.3% |
| 3Y | +299.8% | +118.5% | +181.3% | +200.7% |
| 5Y | +140.1% | +134.3% | +5.7% | +66.0% |
| All | +410.2% | +380.3% | +29.9% | +146.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling