+197.2%
VIAV vs ESI
+44.5%
+152.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.7% | +1.2% |
| 7D | -4.6% | +3.3% | -7.9% | -7.1% |
| 30D | -10.4% | -5.9% | -4.5% | -5.2% |
| 3M | -34.5% | -14.1% | -20.4% | -25.0% |
| 6M | +7.0% | +6.6% | +0.4% | +9.2% |
| YTD | +95.6% | +45.0% | +50.6% | +74.4% |
| 1Y | +197.2% | +41.5% | +155.7% | +170.4% |
| All | +197.2% | +44.5% | +152.6% | +170.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling