+10.5%
VIAV vs ELV
+2,378.1%
-2,367.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.5% |
| 7D | +13.6% | -2.2% | +15.8% | +14.3% |
| 30D | +5.3% | -0.2% | +5.5% | +5.1% |
| 3M | -15.6% | -6.1% | -9.5% | -14.3% |
| 6M | +34.0% | +42.8% | -8.8% | +17.0% |
| YTD | +119.9% | +14.4% | +105.5% | +104.0% |
| 1Y | +235.2% | +28.6% | +206.5% | +195.7% |
| 3Y | +299.8% | -7.4% | +307.2% | +281.5% |
| 5Y | +140.1% | +14.5% | +125.6% | +104.7% |
| 10Y | +420.3% | +257.4% | +162.9% | +157.3% |
| All | +10.5% | +2,378.1% | -2,367.5% | -69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling