+3,202.9%
VIAV vs EAT
+2,412.8%
+790.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -3.4% | +14.5% | +12.1% |
| 7D | +11.3% | -4.9% | +16.2% | +12.9% |
| 30D | -1.0% | -1.2% | +0.2% | -0.8% |
| 3M | -20.5% | +52.2% | -72.8% | -30.5% |
| 6M | +39.0% | +65.0% | -26.1% | +17.8% |
| YTD | +117.5% | +55.0% | +62.4% | +86.9% |
| 1Y | +233.8% | +42.1% | +191.7% | +190.3% |
| 3Y | +295.4% | +614.7% | -319.3% | +97.6% |
| 5Y | +134.3% | +322.7% | -188.5% | +28.7% |
| 10Y | +398.7% | +382.0% | +16.7% | +102.3% |
| All | +3,202.9% | +2,412.8% | +790.1% | +462.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EAT 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling