+63.6%
EMR vs VIAV
+128.3%
-64.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | -0.4% |
| 7D | -1.2% | +11.2% | -12.4% | -3.5% |
| 30D | -9.4% | -2.6% | -6.8% | -9.5% |
| 3M | +8.6% | -20.1% | +28.7% | +11.7% |
| 6M | +6.7% | +25.8% | -19.1% | -2.9% |
| YTD | +13.1% | +109.9% | -96.8% | -10.6% |
| 1Y | +12.7% | +214.3% | -201.5% | -20.8% |
| 3Y | +58.1% | +281.6% | -223.6% | +2.3% |
| 5Y | +63.6% | +132.6% | -68.9% | +18.9% |
| All | +63.6% | +128.3% | -64.7% | +18.9% |
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 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