+463.8%
VIAV vs Z
+25.1%
+438.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.1% | +5.8% | +4.1% |
| 7D | -4.6% | -3.0% | -1.6% | -4.1% |
| 30D | -10.4% | -4.2% | -6.2% | -10.2% |
| 3M | -34.5% | -3.7% | -30.8% | -35.0% |
| 6M | +7.0% | -24.5% | +31.5% | +11.1% |
| YTD | +95.6% | -49.3% | +144.9% | +119.0% |
| 1Y | +197.2% | -58.7% | +255.9% | +245.6% |
| 3Y | +232.0% | -34.1% | +266.1% | +237.7% |
| 5Y | +102.2% | -64.5% | +166.7% | +118.6% |
| 10Y | +344.6% | -0.5% | +345.1% | +238.6% |
| All | +463.8% | +25.1% | +438.7% | +309.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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