+139.6%
VIAV vs ESI
+67.8%
+71.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.3% |
| 7D | +11.2% | -4.6% | +15.8% | +14.3% |
| 30D | -10.1% | -10.5% | +0.4% | -3.7% |
| 3M | -22.9% | -19.8% | -3.1% | -11.3% |
| 6M | +28.8% | +5.8% | +23.0% | +30.1% |
| YTD | +117.5% | +38.3% | +79.2% | +93.2% |
| 1Y | +216.1% | +31.5% | +184.5% | +186.3% |
| 3Y | +292.2% | +80.7% | +211.5% | +197.6% |
| All | +139.6% | +67.8% | +71.8% | +83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling