+292.2%
VIAV vs ELV
-2.5%
+294.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.6% | -0.8% |
| 7D | +11.2% | +2.8% | +8.4% | +11.4% |
| 30D | -10.1% | +4.9% | -15.0% | -9.8% |
| 3M | -22.9% | +4.9% | -27.8% | -22.6% |
| 6M | +28.8% | +45.1% | -16.3% | +31.5% |
| YTD | +117.5% | +20.7% | +96.8% | +119.7% |
| 1Y | +216.1% | +35.0% | +181.0% | +219.5% |
| 3Y | +292.2% | -2.4% | +294.6% | +297.7% |
| All | +292.2% | -2.5% | +294.8% | +297.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling