+128.8%
XLP vs VIAV
+333.3%
-204.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.3% | -11.4% | +0.1% |
| 7D | +0.1% | +15.0% | -15.0% | -0.9% |
| 30D | +8.9% | -29.7% | +38.6% | +11.2% |
| 3M | +7.5% | -18.3% | +25.8% | +7.9% |
| 6M | +9.4% | -37.6% | +47.0% | +11.6% |
| YTD | +19.3% | +79.5% | -60.2% | +6.1% |
| 1Y | +21.7% | +79.6% | -57.8% | +8.1% |
| 3Y | +44.0% | +310.0% | -266.0% | +10.2% |
| 5Y | +42.8% | +105.9% | -63.1% | +21.3% |
| 10Y | +128.8% | +309.0% | -180.2% | +73.7% |
| All | +128.8% | +333.3% | -204.6% | +73.7% |
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