+451.6%
VIAV vs EFV
+252.1%
+199.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.2% |
| 7D | +11.2% | -2.0% | +13.2% | +13.5% |
| 30D | -2.6% | -0.2% | -2.4% | -2.5% |
| 3M | -20.1% | +9.1% | -29.3% | -27.0% |
| 6M | +25.8% | +11.7% | +14.1% | +13.2% |
| YTD | +109.9% | +17.0% | +92.8% | +80.0% |
| 1Y | +214.3% | +26.7% | +187.6% | +148.9% |
| 3Y | +281.6% | +90.2% | +191.5% | +97.4% |
| 5Y | +132.6% | +96.1% | +36.5% | +14.0% |
| 10Y | +396.7% | +164.5% | +232.2% | +76.0% |
| All | +451.6% | +252.1% | +199.5% | +49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling