+50.2%
VIAV vs VO
+827.2%
-777.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.9% |
| 7D | -4.6% | -0.3% | -4.3% | -4.3% |
| 30D | -10.4% | -0.3% | -10.0% | -9.8% |
| 3M | -34.5% | +2.9% | -37.4% | -36.4% |
| 6M | +7.0% | +9.3% | -2.4% | -2.7% |
| YTD | +95.6% | +14.2% | +81.4% | +68.4% |
| 1Y | +197.2% | +15.3% | +181.9% | +153.3% |
| 3Y | +232.0% | +56.2% | +175.8% | +91.0% |
| 5Y | +102.2% | +42.4% | +59.8% | +28.0% |
| 10Y | +344.6% | +194.7% | +149.9% | +1.3% |
| All | +50.2% | +827.2% | -777.0% | -94.3% |
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