+2,871.3%
VIAV vs ES
+859.6%
+2,011.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.2% | +3.9% |
| 7D | -4.6% | +0.3% | -4.9% | -4.7% |
| 30D | -10.4% | -2.0% | -8.4% | -9.9% |
| 3M | -34.5% | +1.7% | -36.2% | -35.4% |
| 6M | +7.0% | -3.5% | +10.5% | +7.5% |
| YTD | +95.6% | +7.9% | +87.7% | +88.2% |
| 1Y | +197.2% | +17.2% | +180.0% | +176.1% |
| 3Y | +232.0% | +29.3% | +202.7% | +191.3% |
| 5Y | +102.2% | -5.7% | +108.0% | +96.6% |
| 10Y | +344.6% | +85.2% | +259.4% | +223.4% |
| All | +2,871.3% | +859.6% | +2,011.8% | +1,222.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling