+132.5%
VIAV vs EXE
+187.5%
-55.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.4% |
| 7D | +13.6% | -2.7% | +16.3% | +14.0% |
| 30D | +5.3% | -0.4% | +5.7% | +5.3% |
| 3M | -15.6% | +9.5% | -25.1% | -17.1% |
| 6M | +34.0% | -9.3% | +43.3% | +35.8% |
| YTD | +119.9% | -10.9% | +130.8% | +122.9% |
| 1Y | +235.2% | +4.3% | +230.9% | +229.4% |
| 3Y | +299.8% | +18.8% | +281.0% | +280.3% |
| 5Y | +140.1% | +101.4% | +38.7% | +113.5% |
| All | +132.5% | +187.5% | -55.0% | +88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling