+136.8%
XLP vs VIAV
+325.3%
-188.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.4% | -6.0% | +0.1% |
| 7D | -0.5% | +12.3% | -12.9% | -1.3% |
| 30D | +8.3% | -21.0% | +29.3% | +9.7% |
| 3M | +8.7% | -14.1% | +22.8% | +8.8% |
| 6M | +11.2% | -39.9% | +51.1% | +14.0% |
| YTD | +20.0% | +85.2% | -65.2% | +6.5% |
| 1Y | +21.3% | +84.3% | -62.9% | +7.6% |
| 3Y | +43.8% | +320.9% | -277.1% | +10.0% |
| 5Y | +43.3% | +117.5% | -74.2% | +21.0% |
| 10Y | +136.8% | +323.1% | -186.3% | +81.4% |
| All | +136.8% | +325.3% | -188.5% | +81.4% |
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