+404.6%
VIAV vs EME
+1,362.1%
-957.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.3% | -0.7% | +1.7% |
| 7D | +11.2% | +3.5% | +7.6% | +9.5% |
| 30D | -10.1% | -6.3% | -3.8% | -7.1% |
| 3M | -22.9% | -3.8% | -19.1% | -20.9% |
| 6M | +28.8% | +8.5% | +20.3% | +26.9% |
| YTD | +117.5% | +27.8% | +89.6% | +102.0% |
| 1Y | +216.1% | +22.2% | +193.8% | +189.6% |
| 3Y | +292.2% | +253.5% | +38.7% | +117.2% |
| 5Y | +141.0% | +578.6% | -437.6% | -3.0% |
| All | +404.6% | +1,362.1% | -957.6% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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