+322.7%
VIAV vs USHY
+50.4%
+272.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.5% |
| 7D | +13.6% | -0.1% | +13.7% | +13.9% |
| 30D | +5.3% | 0.0% | +5.4% | +5.5% |
| 3M | -15.6% | +0.8% | -16.5% | -16.9% |
| 6M | +34.0% | +1.9% | +32.1% | +30.1% |
| YTD | +119.9% | +2.3% | +117.6% | +112.7% |
| 1Y | +235.2% | +4.1% | +231.0% | +213.5% |
| 3Y | +299.8% | +27.8% | +272.0% | +158.9% |
| 5Y | +140.1% | +21.5% | +118.6% | +73.8% |
| All | +322.7% | +50.4% | +272.2% | +119.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling