+11.7%
BABA vs VIAV
+315.1%
-303.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.4% | -5.7% | -6.8% |
| 7D | -12.7% | +23.7% | -36.4% | -16.7% |
| 30D | -14.9% | -21.2% | +6.3% | -11.6% |
| 3M | -24.6% | -24.5% | -0.1% | -21.9% |
| 6M | -29.3% | -39.1% | +9.7% | -24.6% |
| YTD | -35.0% | +82.6% | -117.6% | -50.1% |
| 1Y | -39.7% | +82.7% | -122.4% | -53.8% |
| 3Y | +21.2% | +315.1% | -293.9% | -32.7% |
| 5Y | -39.9% | +113.4% | -153.3% | -58.5% |
| All | +11.7% | +315.1% | -303.4% | -40.3% |
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