+404.6%
VIAV vs ELV
+280.2%
+124.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.5% |
| 7D | +11.2% | +3.2% | +8.0% | +10.2% |
| 30D | -10.1% | +5.4% | -15.5% | -11.4% |
| 3M | -22.9% | +5.4% | -28.2% | -24.1% |
| 6M | +28.8% | +45.7% | -16.9% | +16.7% |
| YTD | +117.5% | +21.2% | +96.3% | +103.8% |
| 1Y | +216.1% | +35.6% | +180.5% | +185.7% |
| 3Y | +292.2% | -2.0% | +294.2% | +276.2% |
| 5Y | +141.0% | +26.0% | +115.0% | +105.8% |
| All | +404.6% | +280.2% | +124.3% | +209.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling