+2,815.9%
XOM vs VIAV
+3,343.9%
-528.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +2.1% |
| 7D | 0.0% | +13.6% | -13.5% | -1.0% |
| 30D | +3.4% | +5.3% | -1.9% | +2.7% |
| 3M | +11.0% | -15.6% | +26.6% | +11.6% |
| 6M | +10.6% | +34.0% | -23.4% | +6.2% |
| YTD | +39.2% | +119.9% | -80.7% | +27.4% |
| 1Y | +52.7% | +235.2% | -182.4% | +34.3% |
| 3Y | +56.8% | +299.8% | -243.0% | +34.2% |
| 5Y | +261.8% | +140.1% | +121.7% | +221.0% |
| 10Y | +191.3% | +420.3% | -229.0% | +142.2% |
| All | +2,815.9% | +3,343.9% | -528.0% | +1,908.9% |
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