+584.9%
XYZ vs VIAV
+291.8%
+293.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -5.6% | +8.4% | +5.0% |
| 7D | -1.1% | +7.9% | -9.0% | -4.4% |
| 30D | +11.5% | -20.3% | +31.8% | +18.9% |
| 3M | +1.8% | -28.5% | +30.3% | +10.4% |
| 6M | +21.2% | -42.7% | +63.9% | +37.2% |
| YTD | +29.9% | +72.4% | -42.4% | -26.9% |
| 1Y | +35.8% | +81.5% | -45.7% | -26.7% |
| 3Y | +62.6% | +293.8% | -231.3% | -52.1% |
| 5Y | -62.8% | +101.4% | -164.2% | -82.2% |
| All | +584.9% | +291.8% | +293.0% | +150.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling