-39.9%
VIAV vs ES
+7.5%
-47.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.3% | +5.1% | +8.0% |
| 7D | +12.3% | +0.1% | +12.2% | +12.9% |
| 30D | -21.0% | +6.7% | -27.7% | -14.1% |
| 3M | -14.1% | +0.3% | -14.4% | -10.6% |
| 6M | -39.9% | +7.4% | -47.3% | -39.1% |
| All | -39.9% | +7.5% | -47.4% | -39.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling