+222.9%
EWY vs VIAV
+293.0%
-70.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.6% | -0.4% | +2.2% |
| 7D | -0.1% | +11.2% | -11.2% | -3.1% |
| 30D | +7.3% | -10.1% | +17.4% | +10.3% |
| 3M | -5.1% | -22.9% | +17.7% | +0.2% |
| 6M | +42.1% | +28.8% | +13.3% | +36.1% |
| YTD | +94.1% | +117.5% | -23.3% | +70.6% |
| 1Y | +147.8% | +216.1% | -68.2% | +104.6% |
| 3Y | +222.9% | +292.2% | -69.3% | +153.6% |
| All | +222.9% | +293.0% | -70.1% | +153.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling