+387.0%
VIAV vs ECL
+155.8%
+231.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.4% |
| 7D | +11.2% | -2.6% | +13.9% | +12.5% |
| 30D | -2.6% | -4.6% | +2.0% | -0.9% |
| 3M | -20.1% | +6.0% | -26.1% | -23.4% |
| 6M | +25.8% | -3.0% | +28.8% | +25.6% |
| YTD | +109.9% | +4.0% | +105.9% | +102.2% |
| 1Y | +214.3% | +2.0% | +212.3% | +204.3% |
| 3Y | +281.6% | +53.9% | +227.7% | +193.3% |
| 5Y | +132.6% | +27.1% | +105.5% | +93.7% |
| All | +387.0% | +155.8% | +231.2% | +176.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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