+240.2%
VIAV vs ELAN
-28.2%
+268.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.3% | +3.3% |
| 7D | +11.2% | -5.4% | +16.6% | +12.6% |
| 30D | -10.1% | +4.7% | -14.8% | -11.3% |
| 3M | -22.9% | -3.7% | -19.2% | -23.0% |
| 6M | +28.8% | -1.2% | +30.0% | +26.8% |
| YTD | +117.5% | +2.4% | +115.1% | +112.4% |
| 1Y | +216.1% | +23.4% | +192.7% | +193.1% |
| 3Y | +292.2% | +96.7% | +195.5% | +197.3% |
| 5Y | +141.0% | -30.6% | +171.6% | +154.8% |
| All | +240.2% | -28.2% | +268.4% | +206.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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