+216.1%
VIAV vs NOC
-9.0%
+225.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +11.2% | +0.8% | +10.4% | +11.2% |
| 30D | -10.1% | -9.7% | -0.4% | -10.7% |
| 3M | -22.9% | -5.6% | -17.2% | -22.3% |
| 6M | +28.8% | -28.6% | +57.4% | +37.2% |
| YTD | +117.5% | -7.9% | +125.3% | +135.8% |
| 1Y | +216.1% | -9.5% | +225.6% | +239.8% |
| All | +216.1% | -9.0% | +225.0% | +239.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling