+16.3%
BABA vs VIAV
+296.8%
-280.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.0% | +0.5% | -1.9% |
| 7D | +2.4% | +3.2% | -0.8% | +1.1% |
| 30D | -7.8% | -31.8% | +24.0% | -0.9% |
| 3M | -22.4% | -16.6% | -5.7% | -21.7% |
| 6M | -26.0% | -39.4% | +13.5% | -20.9% |
| YTD | -29.3% | +74.0% | -103.3% | -45.6% |
| 1Y | -37.5% | +70.8% | -108.3% | -51.8% |
| 3Y | +31.9% | +295.5% | -263.6% | -26.8% |
| 5Y | -33.4% | +103.3% | -136.8% | -54.2% |
| 10Y | +15.7% | +300.1% | -284.4% | -39.8% |
| All | +16.3% | +296.8% | -280.5% | -40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling