+404.6%
VIAV vs VO
+200.3%
+204.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +2.8% |
| 7D | +11.2% | -1.5% | +12.7% | +13.0% |
| 30D | -10.1% | -3.0% | -7.1% | -7.0% |
| 3M | -22.9% | +2.8% | -25.7% | -24.8% |
| 6M | +28.8% | +10.9% | +17.8% | +17.3% |
| YTD | +117.5% | +12.5% | +105.0% | +95.6% |
| 1Y | +216.1% | +12.0% | +204.1% | +186.2% |
| 3Y | +292.2% | +56.3% | +235.9% | +153.3% |
| 5Y | +141.0% | +42.9% | +98.0% | +69.2% |
| All | +404.6% | +200.3% | +204.3% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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