+2,260.0%
VGT vs VIAV
+67.5%
+2,192.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | +1.5% | +13.6% | -12.1% | -2.0% |
| 30D | +0.5% | +5.3% | -4.8% | -1.6% |
| 3M | +5.3% | -15.6% | +20.9% | +7.8% |
| 6M | +32.4% | +34.0% | -1.6% | +17.8% |
| YTD | +28.6% | +119.9% | -91.3% | -1.5% |
| 1Y | +37.6% | +235.2% | -197.5% | -7.0% |
| 3Y | +125.5% | +299.8% | -174.3% | +41.2% |
| 5Y | +135.2% | +140.1% | -4.9% | +66.9% |
| 10Y | +812.9% | +420.3% | +392.6% | +423.8% |
| All | +2,260.0% | +67.5% | +2,192.5% | +1,131.8% |
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