+404.6%
VIAV vs EFX
+42.6%
+362.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.5% |
| 7D | +11.2% | -4.5% | +15.7% | +12.4% |
| 30D | -10.1% | -6.1% | -4.0% | -9.3% |
| 3M | -22.9% | +6.2% | -29.1% | -26.3% |
| 6M | +28.8% | -11.2% | +40.0% | +29.3% |
| YTD | +117.5% | -21.4% | +138.9% | +125.4% |
| 1Y | +216.1% | -34.3% | +250.4% | +248.5% |
| 3Y | +292.2% | -12.5% | +304.7% | +274.6% |
| 5Y | +141.0% | -35.6% | +176.5% | +150.6% |
| All | +404.6% | +42.6% | +362.0% | +273.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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