+416.7%
VIAV vs ELF
+334.6%
+82.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -4.9% | +16.0% | +11.7% |
| 7D | +11.3% | -1.2% | +12.5% | +11.4% |
| 30D | -1.0% | +5.9% | -6.9% | -1.8% |
| 3M | -20.5% | +99.5% | -120.0% | -26.7% |
| 6M | +39.0% | +26.5% | +12.5% | +34.1% |
| YTD | +117.5% | +37.2% | +80.3% | +105.8% |
| 1Y | +233.8% | -24.4% | +258.2% | +235.9% |
| 3Y | +295.4% | -23.3% | +318.7% | +274.3% |
| 5Y | +134.3% | +245.2% | -110.9% | +66.7% |
| All | +416.7% | +334.6% | +82.0% | +227.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling