+278.5%
VIAV vs NOC
+28.9%
+249.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.7% | -5.2% | -4.5% |
| 7D | +11.2% | -1.8% | +13.0% | +11.2% |
| 30D | -2.6% | -9.4% | +6.8% | -2.8% |
| 3M | -20.1% | -3.8% | -16.3% | -20.0% |
| 6M | +25.8% | -28.8% | +54.6% | +28.2% |
| YTD | +109.9% | -7.9% | +117.8% | +113.6% |
| 1Y | +214.3% | -9.0% | +223.3% | +220.0% |
| All | +278.5% | +28.9% | +249.7% | +273.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling