+74.2%
XLF vs VIAV
+293.0%
-218.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.9% | +0.4% |
| 7D | -1.5% | +11.2% | -12.6% | -2.2% |
| 30D | -1.2% | -10.1% | +9.0% | -0.6% |
| 3M | +9.2% | -22.9% | +32.1% | +10.6% |
| 6M | +16.3% | +28.8% | -12.5% | +11.0% |
| YTD | +5.4% | +117.5% | -112.0% | -6.2% |
| 1Y | +7.6% | +216.1% | -208.5% | -9.6% |
| 3Y | +74.2% | +292.2% | -218.0% | +35.5% |
| All | +74.2% | +293.0% | -218.8% | +35.5% |
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