+64.7%
XLC vs VIAV
+295.9%
-231.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.6% | +1.3% |
| 7D | +3.7% | +7.9% | -4.2% | +3.3% |
| 30D | -1.9% | -20.3% | +18.4% | -1.2% |
| 3M | -3.1% | -28.5% | +25.4% | -2.1% |
| 6M | -6.4% | -42.7% | +36.4% | -4.3% |
| YTD | -6.8% | +72.4% | -79.2% | -15.6% |
| 1Y | -1.7% | +81.5% | -83.1% | -11.6% |
| 3Y | +64.7% | +293.8% | -229.2% | +33.1% |
| All | +64.7% | +295.9% | -231.2% | +33.1% |
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