+143.7%
XLC vs VIAV
+293.8%
-150.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.6% | +0.3% |
| 7D | +0.5% | +11.2% | -10.7% | -1.8% |
| 30D | +2.1% | -10.1% | +12.2% | +3.8% |
| 3M | +0.7% | -22.9% | +23.6% | +4.2% |
| 6M | -3.2% | +28.8% | -32.0% | -14.7% |
| YTD | -3.8% | +117.5% | -121.2% | -28.7% |
| 1Y | -2.0% | +216.1% | -218.1% | -36.4% |
| 3Y | +71.4% | +292.2% | -220.9% | -1.2% |
| 5Y | +40.7% | +141.0% | -100.3% | -3.8% |
| All | +143.7% | +293.8% | -150.1% | +30.8% |
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