+68.7%
XLC vs VIAV
+297.4%
-228.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | -1.4% | +13.6% | -15.0% | -2.1% |
| 30D | -0.9% | +5.3% | -6.2% | -1.4% |
| 3M | -0.3% | -15.6% | +15.3% | +0.2% |
| 6M | -5.2% | +34.0% | -39.2% | -9.6% |
| YTD | -5.3% | +119.9% | -125.2% | -15.4% |
| 1Y | -2.8% | +235.2% | -238.0% | -18.3% |
| All | +68.7% | +297.4% | -228.7% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling