+143.7%
VIAV vs ES
-4.2%
+147.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.4% |
| 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% | +34.1% |
| YTD | +119.9% | +7.0% | +112.9% | +113.9% |
| 1Y | +235.2% | +15.3% | +219.8% | +218.1% |
| 3Y | +299.8% | +30.2% | +269.6% | +254.9% |
| All | +143.7% | -4.2% | +147.9% | +132.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling