-2.6%
XRT vs VIAV
+128.3%
-130.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | 0.0% |
| 7D | -3.6% | +11.2% | -14.8% | -5.5% |
| 30D | -6.7% | -2.6% | -4.1% | -7.0% |
| 3M | -1.4% | -20.1% | +18.7% | +0.8% |
| 6M | +1.7% | +25.8% | -24.1% | -9.1% |
| YTD | -1.5% | +109.9% | -111.3% | -25.5% |
| 1Y | -2.5% | +214.3% | -216.8% | -36.3% |
| 3Y | +39.9% | +281.6% | -241.7% | -18.7% |
| 5Y | -2.6% | +132.6% | -135.2% | -29.2% |
| All | -2.6% | +128.3% | -130.9% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling