+296.6%
VIAV vs ESI
+81.4%
+215.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.9% |
| 7D | +13.6% | +3.9% | +9.6% | +10.8% |
| 30D | +5.3% | -3.8% | +9.1% | +8.6% |
| 3M | -15.6% | -13.1% | -2.5% | -6.4% |
| 6M | +34.0% | +11.3% | +22.7% | +32.2% |
| YTD | +119.9% | +44.1% | +75.8% | +91.6% |
| 1Y | +235.2% | +40.3% | +194.8% | +194.8% |
| All | +296.6% | +81.4% | +215.2% | +175.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling