+33.5%
EXC vs VIAV
+295.9%
-262.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.6% | +7.0% | +1.2% |
| 7D | +1.4% | +7.9% | -6.5% | +1.6% |
| 30D | +8.6% | -20.3% | +28.9% | +8.3% |
| 3M | +2.4% | -28.5% | +30.9% | +2.1% |
| 6M | +6.5% | -42.7% | +49.2% | +6.1% |
| YTD | +9.0% | +72.4% | -63.3% | +8.6% |
| 1Y | +4.6% | +81.5% | -76.9% | +4.0% |
| 3Y | +33.5% | +293.8% | -260.4% | +22.2% |
| All | +33.5% | +295.9% | -262.4% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling