+278.1%
VIAV vs ESI
+224.6%
+53.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.7% | +2.6% |
| 7D | -4.6% | +3.3% | -7.9% | -5.7% |
| 30D | -10.4% | -5.9% | -4.5% | -8.0% |
| 3M | -34.5% | -14.1% | -20.4% | -30.0% |
| 6M | +7.0% | +6.6% | +0.4% | +7.1% |
| YTD | +95.6% | +45.0% | +50.6% | +76.9% |
| 1Y | +197.2% | +41.5% | +155.7% | +170.3% |
| 3Y | +232.0% | +78.8% | +153.2% | +177.4% |
| 5Y | +102.2% | +70.9% | +31.3% | +68.7% |
| 10Y | +344.6% | +317.1% | +27.6% | +179.6% |
| All | +278.1% | +224.6% | +53.4% | +124.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling