-20.5%
VIAV vs NOC
-3.9%
-16.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.7% | +10.5% | +11.7% |
| 7D | +11.3% | -2.7% | +14.0% | +9.1% |
| 30D | -1.0% | -8.9% | +7.9% | -7.5% |
| 3M | -20.5% | -3.7% | -16.8% | -21.8% |
| All | -20.5% | -3.9% | -16.6% | -21.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling