+387.0%
VIAV vs EXR
+149.6%
+237.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.7% |
| 7D | +11.2% | -3.2% | +14.4% | +12.1% |
| 30D | -2.6% | -6.9% | +4.3% | -0.8% |
| 3M | -20.1% | -7.8% | -12.3% | -18.9% |
| 6M | +25.8% | -4.9% | +30.7% | +26.7% |
| YTD | +109.9% | +7.2% | +102.7% | +104.4% |
| 1Y | +214.3% | -1.5% | +215.8% | +212.0% |
| 3Y | +281.6% | +22.3% | +259.4% | +247.3% |
| 5Y | +132.6% | -10.9% | +143.5% | +129.4% |
| All | +387.0% | +149.6% | +237.4% | +280.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 10y: compounded portfolio wealth divided by compounded EXR 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…
10y analysis · Full analysis span regression · 6 months rolling