+16.7%
BABA vs VIAV
+407.5%
-390.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.1% |
| 7D | -2.2% | +13.6% | -15.7% | -5.0% |
| 30D | -17.3% | +5.3% | -22.6% | -19.1% |
| 3M | -7.8% | -15.6% | +7.8% | -6.5% |
| 6M | -16.8% | +34.0% | -50.8% | -26.7% |
| YTD | -24.7% | +119.9% | -144.5% | -43.3% |
| 1Y | -24.9% | +235.2% | -260.1% | -50.9% |
| 3Y | +29.1% | +299.8% | -270.7% | -23.9% |
| 5Y | -30.5% | +140.1% | -170.6% | -52.0% |
| 10Y | +16.7% | +420.3% | -403.6% | -38.8% |
| All | +16.7% | +407.5% | -390.8% | -38.8% |
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 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