+176.9%
XLE vs VIAV
+401.3%
-224.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +4.0% | +0.4% |
| 7D | +0.5% | +11.2% | -10.7% | -1.9% |
| 30D | +6.6% | -2.6% | +9.2% | +6.3% |
| 3M | +12.3% | -20.1% | +32.4% | +15.1% |
| 6M | +18.4% | +25.8% | -7.4% | +5.6% |
| YTD | +47.2% | +109.9% | -62.6% | +11.5% |
| 1Y | +50.3% | +214.3% | -164.0% | -0.7% |
| 3Y | +55.3% | +281.6% | -226.3% | -8.0% |
| 5Y | +226.0% | +132.6% | +93.4% | +124.4% |
| All | +176.9% | +401.3% | -224.4% | +54.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling