+278.5%
VIAV vs XME
+124.3%
+154.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.7% | -0.8% | -2.2% |
| 7D | +11.2% | -3.0% | +14.3% | +13.5% |
| 30D | -2.6% | -2.6% | 0.0% | -0.9% |
| 3M | -20.1% | +2.2% | -22.3% | -21.2% |
| 6M | +25.8% | +0.7% | +25.1% | +25.7% |
| YTD | +109.9% | +10.9% | +99.0% | +97.9% |
| 1Y | +214.3% | +35.7% | +178.6% | +162.2% |
| All | +278.5% | +124.3% | +154.3% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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