+155.2%
W vs VIAV
+419.4%
-264.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.5% | -0.8% |
| 7D | -0.9% | +11.2% | -12.0% | -6.8% |
| 30D | -4.2% | -10.1% | +5.9% | -0.2% |
| 3M | +26.9% | -22.9% | +49.8% | +37.1% |
| 6M | +31.2% | +28.8% | +2.5% | -5.5% |
| YTD | -1.8% | +117.5% | -119.3% | -54.1% |
| 1Y | +9.3% | +216.1% | -206.8% | -62.7% |
| 3Y | +33.2% | +292.2% | -259.0% | -64.2% |
| 5Y | -62.4% | +141.0% | -203.4% | -84.5% |
| All | +155.2% | +419.4% | -264.2% | -31.2% |
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