+64.3%
XLF vs VIAV
+139.8%
-75.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.9% | +0.3% |
| 7D | -1.5% | +11.2% | -12.6% | -2.7% |
| 30D | -1.2% | -10.1% | +9.0% | -0.2% |
| 3M | +9.2% | -22.9% | +32.1% | +11.5% |
| 6M | +16.3% | +28.8% | -12.5% | +8.1% |
| YTD | +5.4% | +117.5% | -112.0% | -12.0% |
| 1Y | +7.6% | +216.1% | -208.5% | -17.4% |
| 3Y | +74.2% | +292.2% | -218.0% | +24.5% |
| All | +64.3% | +139.8% | -75.5% | +33.9% |
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 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