+227.5%
VIAV vs XME
+246.2%
-18.6%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +1.1% | +10.0% | +10.5% |
| 7D | +11.3% | +3.6% | +7.7% | +9.0% |
| 30D | -1.0% | +3.6% | -4.6% | -3.1% |
| 3M | -20.5% | +1.2% | -21.7% | -20.9% |
| 6M | +39.0% | +9.0% | +29.9% | +33.1% |
| YTD | +117.5% | +15.9% | +101.5% | +100.1% |
| 1Y | +233.8% | +43.2% | +190.6% | +169.4% |
| 3Y | +295.4% | +137.4% | +158.0% | +133.7% |
| 5Y | +134.3% | +185.0% | -50.8% | +15.6% |
| 10Y | +398.7% | +409.5% | -10.8% | +54.0% |
| All | +227.5% | +246.2% | -18.6% | +2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling