+889.2%
XLV vs VIAV
+2.4%
+886.8%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -0.6% |
| 7D | -3.6% | +11.2% | -14.7% | -4.8% |
| 30D | -1.8% | -10.1% | +8.3% | -1.0% |
| 3M | +7.8% | -22.9% | +30.7% | +9.6% |
| 6M | +9.1% | +28.8% | -19.7% | +3.5% |
| YTD | +7.7% | +117.5% | -109.7% | -4.7% |
| 1Y | +20.4% | +216.1% | -195.7% | +1.5% |
| 3Y | +30.8% | +292.2% | -261.4% | +5.7% |
| 5Y | +34.6% | +141.0% | -106.4% | +14.1% |
| 10Y | +173.4% | +414.6% | -241.2% | +109.3% |
| All | +889.2% | +2.4% | +886.8% | +487.9% |
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 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