+1,503.0%
EXC vs VIAV
+2,964.2%
-1,461.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.7% | -4.7% | -1.3% |
| 7D | +0.3% | -4.6% | +4.9% | +0.6% |
| 30D | -3.7% | -10.4% | +6.7% | -3.2% |
| 3M | -1.3% | -34.5% | +33.2% | +0.6% |
| 6M | -9.7% | +7.0% | -16.7% | -11.2% |
| YTD | +2.9% | +95.6% | -92.7% | -3.0% |
| 1Y | +4.4% | +197.2% | -192.8% | -4.5% |
| 3Y | +22.2% | +232.0% | -209.8% | +9.9% |
| 5Y | +46.7% | +102.2% | -55.5% | +35.5% |
| 10Y | +155.3% | +344.6% | -189.3% | +124.0% |
| All | +1,503.0% | +2,964.2% | -1,461.2% | +959.1% |
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