+139.6%
VIAV vs EFV
+95.9%
+43.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +2.6% |
| 7D | +11.2% | -0.8% | +12.0% | +11.9% |
| 30D | -10.1% | +0.6% | -10.7% | -10.7% |
| 3M | -22.9% | +7.5% | -30.4% | -27.8% |
| 6M | +28.8% | +13.0% | +15.8% | +16.5% |
| YTD | +117.5% | +18.3% | +99.1% | +89.7% |
| 1Y | +216.1% | +26.7% | +189.3% | +161.6% |
| 3Y | +292.2% | +89.6% | +202.6% | +136.4% |
| All | +139.6% | +95.9% | +43.8% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling