+96.1%
VCIT vs VIAV
+582.8%
-486.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.3% | -8.4% | -0.2% |
| 7D | +0.1% | -4.8% | +4.9% | +0.1% |
| 30D | +1.9% | -38.5% | +40.4% | +2.4% |
| 3M | -1.4% | -29.9% | +28.4% | -1.2% |
| 6M | -2.1% | -46.3% | +44.2% | -1.7% |
| YTD | -1.6% | +59.8% | -61.4% | -2.5% |
| 1Y | -0.9% | +62.3% | -63.2% | -1.8% |
| 3Y | +20.0% | +243.0% | -223.0% | +17.7% |
| 5Y | +3.1% | +80.3% | -77.2% | +1.5% |
| 10Y | +28.7% | +290.0% | -261.3% | +27.3% |
| All | +96.1% | +582.8% | -486.7% | +100.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling