-38.0%
VG vs VIAV
+264.5%
-302.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +11.2% | -9.0% | +1.1% |
| 7D | -2.5% | +11.3% | -13.8% | -3.5% |
| 30D | +11.1% | -1.0% | +12.1% | +10.7% |
| 3M | +14.9% | -20.5% | +35.4% | +16.6% |
| 6M | +18.4% | +39.0% | -20.6% | +3.3% |
| YTD | +116.6% | +117.5% | -0.9% | +62.2% |
| 1Y | +9.4% | +233.8% | -224.4% | -34.5% |
| All | -38.0% | +264.5% | -302.6% | -64.3% |
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