+3,202.9%
VIAV vs NSC
+3,002.1%
+200.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.5% | +11.6% | +11.4% |
| 7D | +11.3% | -1.5% | +12.8% | +12.2% |
| 30D | -1.0% | -1.9% | +0.9% | 0.0% |
| 3M | -20.5% | +6.2% | -26.7% | -23.3% |
| 6M | +39.0% | +9.2% | +29.8% | +32.0% |
| YTD | +117.5% | +15.0% | +102.4% | +100.7% |
| 1Y | +233.8% | +21.1% | +212.7% | +199.4% |
| 3Y | +295.4% | +78.6% | +216.8% | +179.5% |
| 5Y | +134.3% | +45.9% | +88.4% | +80.2% |
| 10Y | +398.7% | +326.9% | +71.9% | +99.8% |
| All | +3,202.9% | +3,002.1% | +200.8% | +373.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling