+196.7%
EXC vs VIAV
+291.8%
-95.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.6% | +7.0% | +1.9% |
| 7D | +1.4% | +7.9% | -6.5% | +0.4% |
| 30D | +8.6% | -20.3% | +28.9% | +10.6% |
| 3M | +2.4% | -28.5% | +30.9% | +5.0% |
| 6M | +6.5% | -42.7% | +49.2% | +11.0% |
| YTD | +9.0% | +72.4% | -63.3% | -7.6% |
| 1Y | +4.6% | +81.5% | -76.9% | -12.5% |
| 3Y | +33.5% | +293.8% | -260.4% | -9.8% |
| 5Y | +41.4% | +101.4% | -60.0% | +11.4% |
| All | +196.7% | +291.8% | -95.2% | +103.7% |
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