+278.5%
VIAV vs ELF
-30.3%
+308.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.3% | -0.2% | -4.4% |
| 7D | +11.2% | -10.8% | +22.1% | +11.6% |
| 30D | -2.6% | +0.8% | -3.4% | -2.7% |
| 3M | -20.1% | +64.8% | -84.9% | -21.7% |
| 6M | +25.8% | +19.0% | +6.9% | +24.7% |
| YTD | +109.9% | +25.9% | +83.9% | +105.5% |
| 1Y | +214.3% | -28.8% | +243.1% | +218.0% |
| All | +278.5% | -30.3% | +308.9% | +252.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 3y: compounded portfolio wealth divided by compounded ELF 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…
3y analysis · Full analysis span regression · 6 months rolling