+404.6%
VIAV vs VCLT
+17.1%
+387.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +11.2% | -1.4% | +12.5% | +12.1% |
| 30D | -10.1% | -1.2% | -8.9% | -9.6% |
| 3M | -22.9% | -4.8% | -18.1% | -20.7% |
| 6M | +28.8% | -2.6% | +31.4% | +31.0% |
| YTD | +117.5% | -3.3% | +120.8% | +122.1% |
| 1Y | +216.1% | -4.8% | +220.9% | +225.4% |
| 3Y | +292.2% | +11.5% | +280.7% | +268.9% |
| 5Y | +141.0% | -17.0% | +158.0% | +159.9% |
| All | +404.6% | +17.1% | +387.5% | +401.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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