+148.7%
VIAV vs ESTC
+25.9%
+122.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.6% | -5.4% |
| 7D | +7.9% | +2.4% | +5.5% | +7.5% |
| 30D | -20.3% | -4.2% | -16.1% | -19.3% |
| 3M | -28.5% | +2.5% | -31.0% | -29.3% |
| 6M | -42.7% | +81.5% | -124.2% | -50.0% |
| YTD | +72.4% | +16.8% | +55.5% | +62.1% |
| 1Y | +81.5% | -3.5% | +84.9% | +77.4% |
| 3Y | +293.8% | +17.7% | +276.1% | +245.1% |
| 5Y | +101.4% | -51.7% | +153.2% | +101.8% |
| All | +148.7% | +25.9% | +122.8% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling