+404.6%
VIAV vs EIX
+19.9%
+384.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.9% | +4.0% |
| 7D | +11.2% | -1.4% | +12.5% | +11.6% |
| 30D | -10.1% | -19.3% | +9.2% | -6.0% |
| 3M | -22.9% | -21.7% | -1.2% | -19.2% |
| 6M | +28.8% | -19.8% | +48.6% | +34.1% |
| YTD | +117.5% | -3.0% | +120.5% | +112.9% |
| 1Y | +216.1% | +5.1% | +211.0% | +201.2% |
| 3Y | +292.2% | -7.0% | +299.2% | +279.2% |
| 5Y | +141.0% | +22.0% | +118.9% | +110.0% |
| All | +404.6% | +19.9% | +384.7% | +324.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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