+102.4%
XLP vs VIAV
+401.3%
-298.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.6% | +0.4% |
| 7D | -2.5% | +11.2% | -13.8% | -3.4% |
| 30D | -1.9% | -2.6% | +0.7% | -2.0% |
| 3M | -2.1% | -20.1% | +18.0% | -1.1% |
| 6M | -1.8% | +25.8% | -27.7% | -6.6% |
| YTD | +8.3% | +109.9% | -101.6% | -4.0% |
| 1Y | +6.8% | +214.3% | -207.5% | -10.9% |
| 3Y | +25.7% | +281.6% | -255.9% | -0.3% |
| 5Y | +31.9% | +132.6% | -100.7% | +12.3% |
| All | +102.4% | +401.3% | -298.9% | +53.7% |
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