+139.6%
VIAV vs ELV
+25.1%
+114.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.6% |
| 7D | +11.2% | +3.2% | +8.0% | +11.0% |
| 30D | -10.1% | +5.4% | -15.5% | -10.4% |
| 3M | -22.9% | +5.4% | -28.2% | -23.1% |
| 6M | +28.8% | +45.7% | -16.9% | +25.8% |
| YTD | +117.5% | +21.2% | +96.3% | +113.9% |
| 1Y | +216.1% | +35.6% | +180.5% | +206.5% |
| 3Y | +292.2% | -2.0% | +294.2% | +287.8% |
| All | +139.6% | +25.1% | +114.5% | +116.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling