+96.9%
VIAV vs ECL
+38.6%
+58.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.6% | -7.2% | -6.1% |
| 7D | +7.9% | +2.9% | +5.0% | +7.0% |
| 30D | -20.3% | +7.5% | -27.8% | -22.2% |
| 3M | -28.5% | +12.2% | -40.8% | -31.4% |
| 6M | -42.7% | +24.6% | -67.3% | -47.7% |
| YTD | +72.4% | +18.8% | +53.6% | +59.9% |
| 1Y | +81.5% | +19.3% | +62.1% | +67.8% |
| 3Y | +293.8% | +78.2% | +215.6% | +197.9% |
| All | +96.9% | +38.6% | +58.3% | +65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling