+420.3%
VIAV vs ES
+83.1%
+337.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.5% |
| 7D | +13.6% | 0.0% | +13.6% | +13.6% |
| 30D | +5.3% | -1.0% | +6.3% | +5.5% |
| 3M | -15.6% | +1.5% | -17.1% | -16.4% |
| 6M | +34.0% | -3.5% | +37.5% | +34.4% |
| YTD | +119.9% | +7.0% | +112.9% | +113.6% |
| 1Y | +235.2% | +15.3% | +219.8% | +217.2% |
| 3Y | +299.8% | +30.2% | +269.6% | +257.2% |
| 5Y | +140.1% | -4.3% | +144.4% | +133.9% |
| 10Y | +420.3% | +87.5% | +332.8% | +384.7% |
| All | +420.3% | +83.1% | +337.2% | +384.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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