+108.5%
VIAV vs EXPD
+61.6%
+46.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.3% |
| 7D | -4.6% | -1.1% | -3.5% | -4.2% |
| 30D | -10.4% | +4.1% | -14.5% | -11.6% |
| 3M | -34.5% | +17.9% | -52.4% | -38.4% |
| 6M | +7.0% | +29.2% | -22.3% | -3.1% |
| YTD | +95.6% | +27.4% | +68.3% | +76.5% |
| 1Y | +197.2% | +56.8% | +140.4% | +145.5% |
| 3Y | +232.0% | +68.0% | +164.0% | +160.1% |
| All | +108.5% | +61.6% | +46.9% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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