-3.5%
LYB vs VIAV
+31.4%
-34.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.6% | -4.6% | -0.9% |
| 7D | +0.3% | +11.2% | -10.9% | +0.5% |
| 30D | +2.5% | -10.1% | +12.6% | +2.2% |
| 3M | +1.4% | -22.9% | +24.3% | +1.0% |
| 6M | -3.5% | +28.8% | -32.3% | +4.0% |
| All | -3.5% | +31.4% | -34.8% | +4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling