+167.2%
VIAV vs ESTC
+24.7%
+142.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.1% | +6.3% | +6.4% |
| 7D | +12.3% | -2.6% | +15.0% | +13.1% |
| 30D | -21.0% | -8.6% | -12.4% | -19.3% |
| 3M | -14.1% | +14.4% | -28.4% | -16.9% |
| 6M | -39.9% | +73.3% | -113.2% | -47.0% |
| YTD | +85.2% | +15.7% | +69.5% | +74.4% |
| 1Y | +84.3% | -7.6% | +91.8% | +81.9% |
| 3Y | +320.9% | +14.6% | +306.3% | +271.1% |
| 5Y | +117.5% | -50.0% | +167.6% | +115.8% |
| All | +167.2% | +24.7% | +142.5% | +73.6% |
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