+71.6%
VZ vs VIAV
+325.3%
-253.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.4% | -5.8% | +0.5% |
| 7D | +0.9% | +12.3% | -11.4% | +0.6% |
| 30D | +8.9% | -21.0% | +29.9% | +9.5% |
| 3M | +0.1% | -14.1% | +14.2% | 0.0% |
| 6M | +1.9% | -39.9% | +41.8% | +3.2% |
| YTD | +22.0% | +85.2% | -63.2% | +14.7% |
| 1Y | +22.1% | +84.3% | -62.1% | +14.7% |
| 3Y | +58.7% | +320.9% | -262.2% | +36.5% |
| 5Y | +22.3% | +117.5% | -95.2% | +11.5% |
| 10Y | +71.6% | +323.1% | -251.4% | +46.7% |
| All | +71.6% | +325.3% | -253.6% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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