+140.1%
VIAV vs ESTC
-46.4%
+186.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.4% |
| 7D | +13.6% | -3.3% | +16.9% | +13.9% |
| 30D | +5.3% | +13.4% | -8.1% | +2.3% |
| 3M | -15.6% | +41.3% | -56.9% | -21.3% |
| 6M | +34.0% | +62.6% | -28.6% | +20.7% |
| YTD | +119.9% | +14.8% | +105.1% | +109.8% |
| 1Y | +235.2% | -5.1% | +240.2% | +231.1% |
| 3Y | +299.8% | +11.2% | +288.6% | +259.8% |
| 5Y | +140.1% | -47.0% | +187.1% | +114.3% |
| All | +140.1% | -46.4% | +186.5% | +114.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling