+278.5%
VIAV vs NSC
+75.0%
+203.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | +11.2% | -1.4% | +12.6% | +11.9% |
| 30D | -2.6% | -3.4% | +0.8% | -1.1% |
| 3M | -20.1% | +5.1% | -25.2% | -22.2% |
| 6M | +25.8% | +9.2% | +16.6% | +20.7% |
| YTD | +109.9% | +13.4% | +96.5% | +98.2% |
| 1Y | +214.3% | +20.8% | +193.5% | +188.7% |
| All | +278.5% | +75.0% | +203.5% | +167.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling