+143.7%
VIAV vs ELF
+232.2%
-88.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +1.4% |
| 7D | +13.6% | -6.8% | +20.3% | +14.1% |
| 30D | +5.3% | +5.1% | +0.2% | +4.8% |
| 3M | -15.6% | +79.8% | -95.4% | -19.5% |
| 6M | +34.0% | +29.7% | +4.3% | +30.6% |
| YTD | +119.9% | +31.6% | +88.3% | +111.7% |
| 1Y | +235.2% | -27.9% | +263.1% | +240.1% |
| 3Y | +299.8% | -26.4% | +326.2% | +280.2% |
| All | +143.7% | +232.2% | -88.5% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling