+513.3%
XRT vs VIAV
+188.0%
+325.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | 0.0% |
| 7D | +0.8% | -4.6% | +5.4% | +2.0% |
| 30D | -4.2% | -10.4% | +6.2% | -2.4% |
| 3M | +5.1% | -34.5% | +39.6% | +13.8% |
| 6M | +2.4% | +7.0% | -4.5% | -5.5% |
| YTD | +3.2% | +95.6% | -92.4% | -21.3% |
| 1Y | +1.5% | +197.2% | -195.7% | -32.4% |
| 3Y | +40.6% | +232.0% | -191.4% | -12.3% |
| 5Y | -1.0% | +102.2% | -103.2% | -29.6% |
| 10Y | +128.4% | +344.6% | -216.2% | +27.7% |
| All | +513.3% | +188.0% | +325.3% | +145.6% |
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