+23.9%
BABA vs VIAV
+264.3%
-240.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.3% | -7.0% | -0.5% |
| 7D | +11.6% | -4.8% | +16.5% | +12.3% |
| 30D | +2.3% | -38.5% | +40.8% | +12.7% |
| 3M | -13.7% | -29.9% | +16.2% | -9.2% |
| 6M | -21.9% | -46.3% | +24.4% | -14.0% |
| YTD | -24.6% | +59.8% | -84.4% | -40.8% |
| 1Y | -34.1% | +62.3% | -96.4% | -48.7% |
| 3Y | +36.3% | +243.0% | -206.8% | -21.2% |
| 5Y | -26.7% | +80.3% | -107.0% | -48.0% |
| 10Y | +19.2% | +290.0% | -270.8% | -38.0% |
| All | +23.9% | +264.3% | -240.4% | -34.9% |
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