+45.7%
EXC vs VIAV
+136.9%
-91.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.6% |
| 7D | +0.3% | +13.6% | -13.2% | 0.0% |
| 30D | -0.9% | +5.3% | -6.2% | -1.1% |
| 3M | -2.7% | -15.6% | +12.9% | -2.4% |
| 6M | -9.4% | +34.0% | -43.4% | -11.7% |
| YTD | +3.0% | +119.9% | -116.8% | -3.2% |
| 1Y | +5.1% | +235.2% | -230.0% | -4.8% |
| 3Y | +20.6% | +299.8% | -279.2% | +5.5% |
| 5Y | +45.7% | +140.1% | -94.4% | +33.7% |
| All | +45.7% | +136.9% | -91.2% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling