+29.8%
VCIT vs VIAV
+407.5%
-377.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.2% |
| 7D | -0.2% | +13.6% | -13.8% | -0.6% |
| 30D | -0.5% | +5.3% | -5.8% | -0.8% |
| 3M | -0.9% | -15.6% | +14.7% | -0.7% |
| 6M | -1.9% | +34.0% | -35.9% | -3.4% |
| YTD | -1.0% | +119.9% | -120.8% | -4.3% |
| 1Y | +0.2% | +235.2% | -234.9% | -4.8% |
| 3Y | +19.0% | +299.8% | -280.8% | +11.5% |
| 5Y | +3.1% | +140.1% | -137.0% | -2.0% |
| 10Y | +29.8% | +420.3% | -390.6% | +22.3% |
| All | +29.8% | +407.5% | -377.8% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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