+318.0%
VIAV vs USHY
+49.7%
+268.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +11.2% | -0.7% | +11.8% | +12.7% |
| 30D | -10.1% | -0.7% | -9.4% | -8.8% |
| 3M | -22.9% | +0.1% | -22.9% | -22.8% |
| 6M | +28.8% | +1.8% | +27.0% | +25.5% |
| YTD | +117.5% | +1.8% | +115.7% | +112.4% |
| 1Y | +216.1% | +3.3% | +212.8% | +200.5% |
| 3Y | +292.2% | +27.0% | +265.2% | +157.3% |
| 5Y | +141.0% | +21.0% | +120.0% | +75.9% |
| All | +318.0% | +49.7% | +268.3% | +119.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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