+75.3%
VIAV vs EXEL
+92.4%
-17.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.1% |
| 7D | -14.7% | +9.8% | -24.5% | -12.7% |
| 30D | -37.4% | +23.6% | -61.0% | -34.3% |
| 3M | -27.1% | +29.9% | -57.0% | -22.4% |
| 6M | -44.0% | +64.7% | -108.7% | -39.8% |
| YTD | +64.9% | +66.0% | -1.1% | +77.0% |
| 1Y | +75.3% | +92.0% | -16.7% | +69.3% |
| All | +75.3% | +92.4% | -17.1% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling