+32.4%
VIAV vs VO
+825.6%
-793.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | +7.9% | +3.1% | +4.8% | +4.1% |
| 30D | -20.3% | +2.2% | -22.5% | -22.0% |
| 3M | -28.5% | -2.5% | -26.0% | -25.3% |
| 6M | -42.7% | +7.0% | -49.7% | -46.5% |
| YTD | +72.4% | +14.0% | +58.4% | +50.2% |
| 1Y | +81.5% | +15.6% | +65.8% | +55.5% |
| 3Y | +293.8% | +66.2% | +227.7% | +111.2% |
| 5Y | +101.4% | +36.6% | +64.8% | +36.3% |
| 10Y | +293.8% | +199.0% | +94.9% | -11.2% |
| All | +32.4% | +825.6% | -793.3% | -94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling