+147.8%
XEL vs VIAV
+419.4%
-271.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | -0.2% |
| 7D | -0.3% | +11.2% | -11.4% | -1.4% |
| 30D | -3.9% | -10.1% | +6.2% | -3.2% |
| 3M | -2.8% | -22.9% | +20.1% | -1.1% |
| 6M | -5.4% | +28.8% | -34.2% | -9.5% |
| YTD | +3.8% | +117.5% | -113.7% | -7.2% |
| 1Y | +6.8% | +216.1% | -209.2% | -9.0% |
| 3Y | +45.6% | +292.2% | -246.6% | +18.2% |
| 5Y | +30.7% | +141.0% | -110.3% | +12.8% |
| All | +147.8% | +419.4% | -271.6% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 10y: compounded portfolio wealth divided by compounded VIAV 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…
10y analysis · Full analysis span regression · 6 months rolling