+437.6%
VIAV vs URA
-31.1%
+468.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.3% |
| 7D | -4.6% | +1.1% | -5.7% | -5.0% |
| 30D | -10.4% | +7.4% | -17.8% | -13.0% |
| 3M | -34.5% | -8.4% | -26.1% | -31.9% |
| 6M | +7.0% | -12.7% | +19.7% | +13.1% |
| YTD | +95.6% | +7.8% | +87.8% | +89.3% |
| 1Y | +197.2% | +19.5% | +177.7% | +172.2% |
| 3Y | +232.0% | +116.4% | +115.6% | +128.3% |
| 5Y | +102.2% | +134.3% | -32.1% | +23.1% |
| 10Y | +344.6% | +359.3% | -14.6% | +73.5% |
| All | +437.6% | -31.1% | +468.7% | +421.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling