-91.3%
VIAV vs EXEL
+264.7%
-356.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -2.3% | +13.4% | +11.7% |
| 7D | +11.3% | +1.4% | +9.9% | +10.9% |
| 30D | -1.0% | +6.7% | -7.7% | -2.8% |
| 3M | -20.5% | +11.5% | -32.0% | -23.2% |
| 6M | +39.0% | +38.8% | +0.2% | +26.5% |
| YTD | +117.5% | +31.6% | +85.9% | +99.7% |
| 1Y | +233.8% | +53.0% | +180.8% | +194.0% |
| 3Y | +295.4% | +160.8% | +134.6% | +195.5% |
| 5Y | +134.3% | +190.1% | -55.8% | +66.9% |
| 10Y | +398.7% | +367.0% | +31.7% | +171.0% |
| All | -91.3% | +264.7% | -356.0% | -97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling