+546.9%
VIAV vs XYL
+466.0%
+80.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +3.0% | +8.2% | +9.6% |
| 7D | +11.3% | +1.8% | +9.5% | +10.3% |
| 30D | -1.0% | -9.2% | +8.2% | +4.1% |
| 3M | -20.5% | -0.3% | -20.2% | -21.4% |
| 6M | +39.0% | -11.0% | +49.9% | +46.0% |
| YTD | +117.5% | -19.2% | +136.7% | +140.0% |
| 1Y | +233.8% | -21.2% | +255.0% | +273.2% |
| 3Y | +295.4% | +18.6% | +276.8% | +247.2% |
| 5Y | +134.3% | -14.3% | +148.6% | +139.0% |
| 10Y | +398.7% | +141.0% | +257.7% | +172.5% |
| All | +546.9% | +466.0% | +80.9% | +102.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling