+3,202.9%
VIAV vs NOC
+6,271.5%
-3,068.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.7% | +10.5% | +10.9% |
| 7D | +11.3% | -2.7% | +14.0% | +12.5% |
| 30D | -1.0% | -8.9% | +7.9% | +2.4% |
| 3M | -20.5% | -3.7% | -16.8% | -20.3% |
| 6M | +39.0% | -30.8% | +69.8% | +59.1% |
| YTD | +117.5% | -7.9% | +125.4% | +120.4% |
| 1Y | +233.8% | -9.4% | +243.2% | +239.3% |
| 3Y | +295.4% | +29.0% | +266.4% | +233.0% |
| 5Y | +134.3% | +56.1% | +78.2% | +73.6% |
| 10Y | +398.7% | +186.3% | +212.4% | +162.4% |
| All | +3,202.9% | +6,271.5% | -3,068.5% | +484.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling