+412.9%
XLF vs VIAV
+3.6%
+409.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | -1.0% | +13.6% | -14.6% | -3.7% |
| 30D | -1.3% | +5.3% | -6.6% | -3.0% |
| 3M | +9.1% | -15.6% | +24.8% | +10.5% |
| 6M | +14.4% | +34.0% | -19.6% | +3.4% |
| YTD | +5.1% | +119.9% | -114.8% | -15.4% |
| 1Y | +8.6% | +235.2% | -226.5% | -20.5% |
| 3Y | +74.4% | +299.8% | -225.4% | +19.8% |
| 5Y | +64.4% | +140.1% | -75.7% | +23.5% |
| 10Y | +251.6% | +420.3% | -168.7% | +122.2% |
| All | +412.9% | +3.6% | +409.3% | +108.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling