+40.7%
XLC vs VIAV
+101.3%
-60.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.6% | +1.7% |
| 7D | +3.7% | +7.9% | -4.2% | +2.8% |
| 30D | -1.9% | -20.3% | +18.4% | 0.0% |
| 3M | -3.1% | -28.5% | +25.4% | -0.6% |
| 6M | -6.4% | -42.7% | +36.4% | -2.0% |
| YTD | -6.8% | +72.4% | -79.2% | -23.1% |
| 1Y | -1.7% | +81.5% | -83.1% | -20.0% |
| 3Y | +64.7% | +293.8% | -229.2% | +3.8% |
| All | +40.7% | +101.3% | -60.6% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling