+84.3%
VZ vs VIAV
+290.6%
-206.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.2% | -10.6% | +0.8% |
| 7D | +0.2% | +11.3% | -11.1% | +0.5% |
| 30D | +7.1% | -1.0% | +8.1% | +7.2% |
| 3M | +12.8% | -20.5% | +33.3% | +12.6% |
| 6M | +1.8% | +39.0% | -37.2% | +3.0% |
| YTD | +30.0% | +117.5% | -87.5% | +32.6% |
| 1Y | +24.3% | +233.8% | -209.4% | +27.0% |
| 3Y | +84.3% | +295.4% | -211.1% | +83.8% |
| All | +84.3% | +290.6% | -206.3% | +83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling