+149.5%
VIAV vs EXR
+2,662.2%
-2,512.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +4.3% |
| 7D | -4.6% | -2.6% | -2.0% | -3.4% |
| 30D | -10.4% | -7.2% | -3.2% | -7.0% |
| 3M | -34.5% | -3.5% | -31.0% | -34.1% |
| 6M | +7.0% | -5.3% | +12.3% | +8.9% |
| YTD | +95.6% | +9.4% | +86.3% | +84.6% |
| 1Y | +197.2% | +1.3% | +195.9% | +189.0% |
| 3Y | +232.0% | +22.4% | +209.6% | +180.3% |
| 5Y | +102.2% | -12.2% | +114.4% | +95.8% |
| 10Y | +344.6% | +148.6% | +196.1% | +118.0% |
| All | +149.5% | +2,662.2% | -2,512.7% | -73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling