+11.7%
BABA vs VIAV
+291.8%
-280.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +1.1% |
| 7D | -13.8% | +7.9% | -21.7% | -15.4% |
| 30D | -15.1% | -20.3% | +5.2% | -12.1% |
| 3M | -22.7% | -28.5% | +5.8% | -19.1% |
| 6M | -34.7% | -42.7% | +8.0% | -29.4% |
| YTD | -35.0% | +72.4% | -107.4% | -49.5% |
| 1Y | -40.4% | +81.5% | -121.9% | -54.5% |
| 3Y | +21.9% | +293.8% | -271.9% | -31.7% |
| 5Y | -39.9% | +101.4% | -141.3% | -58.0% |
| All | +11.7% | +291.8% | -280.1% | -39.7% |
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