+33.6%
XLY vs VIAV
+293.0%
-259.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | +0.6% |
| 7D | -1.7% | +11.2% | -12.9% | -2.7% |
| 30D | -4.2% | -10.1% | +5.9% | -3.4% |
| 3M | -2.7% | -22.9% | +20.2% | -0.8% |
| 6M | -0.6% | +28.8% | -29.4% | -6.4% |
| YTD | -5.0% | +117.5% | -122.5% | -18.7% |
| 1Y | -4.1% | +216.1% | -220.2% | -24.4% |
| 3Y | +33.6% | +292.2% | -258.6% | -5.5% |
| All | +33.6% | +293.0% | -259.4% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling