+64.4%
VZ vs VIAV
+407.5%
-343.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.4% |
| 7D | -1.0% | +13.6% | -14.5% | -1.5% |
| 30D | +5.8% | +5.3% | +0.4% | +5.4% |
| 3M | +10.5% | -15.6% | +26.1% | +10.9% |
| 6M | +1.8% | +34.0% | -32.2% | -1.0% |
| YTD | +28.3% | +119.9% | -91.6% | +20.2% |
| 1Y | +22.0% | +235.2% | -213.2% | +10.3% |
| 3Y | +81.8% | +299.8% | -217.9% | +59.5% |
| 5Y | +25.3% | +140.1% | -114.7% | +14.7% |
| 10Y | +64.4% | +420.3% | -355.9% | +36.2% |
| All | +64.4% | +407.5% | -343.1% | +36.2% |
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