+404.6%
VIAV vs EAT
+374.9%
+29.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +3.8% |
| 7D | +11.2% | -7.7% | +18.9% | +12.9% |
| 30D | -10.1% | -13.6% | +3.5% | -7.6% |
| 3M | -22.9% | +33.9% | -56.7% | -27.8% |
| 6M | +28.8% | +47.2% | -18.4% | +17.7% |
| YTD | +117.5% | +48.1% | +69.4% | +98.1% |
| 1Y | +216.1% | +33.7% | +182.4% | +191.8% |
| 3Y | +292.2% | +595.8% | -303.6% | +145.7% |
| 5Y | +141.0% | +314.4% | -173.4% | +60.8% |
| All | +404.6% | +374.9% | +29.6% | +170.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling