+139.6%
VIAV vs EOSE
-70.0%
+209.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +3.7% |
| 7D | +11.2% | +1.8% | +9.4% | +11.0% |
| 30D | -10.1% | -6.8% | -3.3% | -9.8% |
| 3M | -22.9% | -36.3% | +13.4% | -20.5% |
| 6M | +28.8% | -38.8% | +67.5% | +32.0% |
| YTD | +117.5% | -65.5% | +183.0% | +129.1% |
| 1Y | +216.1% | -45.3% | +261.4% | +220.2% |
| 3Y | +292.2% | +44.2% | +248.0% | +246.3% |
| All | +139.6% | -70.0% | +209.6% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 5y: compounded portfolio wealth divided by compounded EOSE 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…
5y analysis · Full analysis span regression · 6 months rolling