+651.4%
VIAV vs EL
+1,821.4%
-1,170.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.7% | -6.0% |
| 7D | +7.9% | +1.5% | +6.4% | +7.3% |
| 30D | -20.3% | +10.0% | -30.3% | -23.4% |
| 3M | -28.5% | +28.4% | -57.0% | -36.7% |
| 6M | -42.7% | +37.1% | -79.8% | -51.2% |
| YTD | +72.4% | +7.8% | +64.6% | +55.4% |
| 1Y | +81.5% | +26.0% | +55.4% | +52.3% |
| 3Y | +293.8% | +3.8% | +290.0% | +225.2% |
| 5Y | +101.4% | -65.2% | +166.6% | +162.6% |
| 10Y | +293.8% | +62.1% | +231.7% | +121.2% |
| All | +651.4% | +1,821.4% | -1,170.0% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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