+182.3%
VIAV vs ESTC
+31.2%
+151.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.5% | +8.2% | +4.5% |
| 7D | -4.6% | -8.1% | +3.5% | -3.2% |
| 30D | -10.4% | +31.7% | -42.1% | -15.9% |
| 3M | -34.5% | +41.1% | -75.5% | -39.6% |
| 6M | +7.0% | +77.1% | -70.1% | -7.2% |
| YTD | +95.6% | +21.7% | +73.9% | +82.1% |
| 1Y | +197.2% | +8.4% | +188.8% | +182.1% |
| 3Y | +232.0% | +23.6% | +208.4% | +186.3% |
| 5Y | +102.2% | -46.5% | +148.7% | +96.6% |
| All | +182.3% | +31.2% | +151.1% | +81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling