+573.9%
EWT vs VIAV
-93.5%
+667.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.5% | +2.0% | -1.7% |
| 7D | -1.1% | +11.2% | -12.3% | -3.3% |
| 30D | +4.8% | -2.6% | +7.4% | +4.8% |
| 3M | +11.1% | -20.1% | +31.3% | +14.8% |
| 6M | +54.6% | +25.8% | +28.8% | +44.6% |
| YTD | +71.4% | +109.9% | -38.4% | +43.4% |
| 1Y | +82.1% | +214.3% | -132.2% | +39.7% |
| 3Y | +193.2% | +281.6% | -88.4% | +111.7% |
| 5Y | +146.1% | +132.6% | +13.5% | +92.6% |
| 10Y | +505.0% | +396.7% | +108.3% | +297.8% |
| All | +573.9% | -93.5% | +667.4% | +357.2% |
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 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