+253.9%
XLI vs VIAV
+419.4%
-165.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.5% | +0.2% |
| 7D | -1.7% | +11.2% | -12.8% | -4.3% |
| 30D | -7.3% | -10.1% | +2.8% | -5.4% |
| 3M | -1.3% | -22.9% | +21.5% | +2.8% |
| 6M | +2.2% | +28.8% | -26.5% | -8.9% |
| YTD | +11.7% | +117.5% | -105.7% | -15.6% |
| 1Y | +14.3% | +216.1% | -201.8% | -23.7% |
| 3Y | +70.3% | +292.2% | -221.9% | +2.0% |
| 5Y | +82.3% | +141.0% | -58.7% | +25.8% |
| All | +253.9% | +419.4% | -165.5% | +94.9% |
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