+139.6%
VIAV vs EXEL
+180.6%
-41.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.3% | +5.9% | +3.9% |
| 7D | +11.2% | -4.9% | +16.1% | +11.8% |
| 30D | -10.1% | +11.4% | -21.5% | -11.5% |
| 3M | -22.9% | +4.9% | -27.8% | -23.7% |
| 6M | +28.8% | +34.4% | -5.6% | +21.8% |
| YTD | +117.5% | +28.0% | +89.4% | +106.7% |
| 1Y | +216.1% | +43.6% | +172.4% | +193.0% |
| 3Y | +292.2% | +155.2% | +137.0% | +210.5% |
| All | +139.6% | +180.6% | -41.0% | +75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling