+2,712.8%
VIAV vs ES
+863.9%
+1,848.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.3% | +5.1% | +6.0% |
| 7D | +12.3% | +0.1% | +12.2% | +12.1% |
| 30D | -21.0% | +6.7% | -27.7% | -23.2% |
| 3M | -14.1% | +0.3% | -14.4% | -14.8% |
| 6M | -39.9% | +7.4% | -47.3% | -42.3% |
| YTD | +85.2% | +8.4% | +76.8% | +76.6% |
| 1Y | +84.3% | +0.6% | +83.6% | +79.7% |
| 3Y | +320.9% | +50.6% | +270.3% | +247.2% |
| 5Y | +117.5% | +4.8% | +112.7% | +102.4% |
| 10Y | +323.1% | +93.1% | +230.0% | +201.3% |
| All | +2,712.8% | +863.9% | +1,848.9% | +1,141.2% |
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