+130.0%
VIAV vs EXE
+182.2%
-52.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.1% | +5.7% | +3.9% |
| 7D | +11.2% | -3.1% | +14.3% | +11.7% |
| 30D | -10.1% | -0.9% | -9.2% | -10.1% |
| 3M | -22.9% | +9.6% | -32.4% | -24.3% |
| 6M | +28.8% | -11.6% | +40.4% | +31.0% |
| YTD | +117.5% | -12.6% | +130.0% | +121.0% |
| 1Y | +216.1% | +1.2% | +214.9% | +212.2% |
| 3Y | +292.2% | +18.0% | +274.2% | +273.3% |
| 5Y | +141.0% | +101.1% | +39.9% | +114.3% |
| All | +130.0% | +182.2% | -52.2% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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