+75.3%
VIAV vs EFV
+25.8%
+49.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.4% | -6.5% |
| 7D | -14.7% | +2.9% | -17.6% | -18.2% |
| 30D | -37.4% | +3.6% | -40.9% | -40.5% |
| 3M | -27.1% | -0.1% | -27.0% | -27.2% |
| 6M | -44.0% | +9.6% | -53.6% | -51.4% |
| YTD | +64.9% | +17.0% | +47.9% | +23.8% |
| 1Y | +75.3% | +25.7% | +49.6% | +18.0% |
| All | +75.3% | +25.8% | +49.5% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling