+432.6%
VIAV vs USFR
+27.6%
+405.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | 0.0% | +11.1% | +11.1% |
| 7D | +11.3% | +0.1% | +11.3% | +11.3% |
| 30D | -1.0% | +0.3% | -1.3% | -1.2% |
| 3M | -20.5% | +1.0% | -21.5% | -21.0% |
| 6M | +39.0% | +1.9% | +37.1% | +37.3% |
| YTD | +117.5% | +2.7% | +114.8% | +113.9% |
| 1Y | +233.8% | +4.0% | +229.7% | +225.4% |
| 3Y | +295.4% | +14.0% | +281.4% | +263.3% |
| 5Y | +134.3% | +20.4% | +113.9% | +107.1% |
| 10Y | +398.7% | +28.1% | +370.7% | +320.1% |
| All | +432.6% | +27.6% | +405.0% | +340.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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