-62.3%
W vs VIAV
+136.9%
-199.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.4% |
| 7D | +5.9% | +13.6% | -7.7% | -0.5% |
| 30D | -3.0% | +5.3% | -8.4% | -7.2% |
| 3M | +40.3% | -15.6% | +56.0% | +44.1% |
| 6M | +32.2% | +34.0% | -1.8% | -4.7% |
| YTD | -0.3% | +119.9% | -120.2% | -52.4% |
| 1Y | +16.2% | +235.2% | -219.0% | -61.7% |
| 3Y | +40.7% | +299.8% | -259.1% | -63.5% |
| 5Y | -62.3% | +140.1% | -202.4% | -82.4% |
| All | -62.3% | +136.9% | -199.2% | -82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling