+404.6%
VIAV vs NSC
+332.1%
+72.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +4.1% |
| 7D | +11.2% | -2.8% | +13.9% | +12.7% |
| 30D | -10.1% | -4.5% | -5.6% | -8.1% |
| 3M | -22.9% | +3.5% | -26.4% | -24.5% |
| 6M | +28.8% | +8.5% | +20.3% | +23.2% |
| YTD | +117.5% | +12.3% | +105.1% | +104.4% |
| 1Y | +216.1% | +18.9% | +197.1% | +188.6% |
| 3Y | +292.2% | +74.1% | +218.1% | +187.7% |
| 5Y | +141.0% | +43.9% | +97.1% | +89.9% |
| All | +404.6% | +332.1% | +72.5% | +129.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 10y: compounded portfolio wealth divided by compounded NSC 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…
10y analysis · Full analysis span regression · 6 months rolling