+178.5%
XLE vs VIAV
+425.2%
-246.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | +0.3% | +13.6% | -13.2% | -2.4% |
| 30D | +8.5% | +5.3% | +3.2% | +6.5% |
| 3M | +14.6% | -15.6% | +30.2% | +16.2% |
| 6M | +17.6% | +34.0% | -16.4% | +3.4% |
| YTD | +48.1% | +119.9% | -71.8% | +11.1% |
| 1Y | +53.8% | +235.2% | -181.4% | +0.1% |
| 3Y | +56.2% | +299.8% | -243.6% | -8.3% |
| 5Y | +227.7% | +140.1% | +87.7% | +125.0% |
| All | +178.5% | +425.2% | -246.7% | +53.9% |
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