+800.0%
VGT vs VIAV
+419.4%
+380.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.6% | -2.4% | +0.1% |
| 7D | -0.2% | +11.2% | -11.3% | -3.7% |
| 30D | -0.4% | -10.1% | +9.7% | +2.2% |
| 3M | +4.4% | -22.9% | +27.3% | +10.6% |
| 6M | +32.1% | +28.8% | +3.3% | +14.3% |
| YTD | +28.8% | +117.5% | -88.7% | -10.1% |
| 1Y | +35.3% | +216.1% | -180.7% | -19.5% |
| 3Y | +124.8% | +292.2% | -167.4% | +17.0% |
| 5Y | +137.9% | +141.0% | -3.1% | +49.8% |
| All | +800.0% | +419.4% | +380.5% | +342.1% |
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