+139.6%
VIAV vs XYL
-16.2%
+155.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.4% |
| 7D | +11.2% | +1.2% | +10.0% | +10.7% |
| 30D | -10.1% | -11.9% | +1.8% | -4.7% |
| 3M | -22.9% | -1.5% | -21.3% | -23.5% |
| 6M | +28.8% | -11.9% | +40.7% | +35.0% |
| YTD | +117.5% | -20.6% | +138.0% | +139.2% |
| 1Y | +216.1% | -23.5% | +239.6% | +253.9% |
| 3Y | +292.2% | +14.9% | +277.4% | +251.2% |
| All | +139.6% | -16.2% | +155.9% | +122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 5y: compounded portfolio wealth divided by compounded XYL 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…
5y analysis · Full analysis span regression · 6 months rolling