+30.6%
VCIT vs VIAV
+333.3%
-302.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +12.3% | -12.3% | -0.2% |
| 7D | +0.7% | +15.0% | -14.3% | +0.3% |
| 30D | +1.8% | -29.7% | +31.5% | +2.6% |
| 3M | -1.6% | -18.3% | +16.7% | -1.3% |
| 6M | -2.1% | -37.6% | +35.5% | -1.3% |
| YTD | -1.6% | +79.5% | -81.0% | -4.7% |
| 1Y | -0.8% | +79.6% | -80.4% | -4.0% |
| 3Y | +19.9% | +310.0% | -290.1% | +11.6% |
| 5Y | +3.3% | +105.9% | -102.6% | -1.6% |
| 10Y | +30.6% | +309.0% | -278.3% | +22.0% |
| All | +30.6% | +333.3% | -302.7% | +22.0% |
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