+161.1%
VEA vs VIAV
+419.4%
-258.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.5% | +0.4% |
| 7D | -1.5% | +11.2% | -12.6% | -3.7% |
| 30D | -0.8% | -10.1% | +9.3% | +0.8% |
| 3M | +2.5% | -22.9% | +25.3% | +6.2% |
| 6M | +11.1% | +28.8% | -17.6% | +1.4% |
| YTD | +17.2% | +117.5% | -100.3% | -6.8% |
| 1Y | +24.5% | +216.1% | -191.6% | -10.5% |
| 3Y | +75.4% | +292.2% | -216.8% | +15.0% |
| 5Y | +61.1% | +141.0% | -79.9% | +18.7% |
| All | +161.1% | +419.4% | -258.4% | +60.9% |
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