+278.5%
VIAV vs VCLT
+11.3%
+267.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.4% | -3.8% |
| 7D | +11.2% | -1.3% | +12.5% | +12.2% |
| 30D | -2.6% | -1.1% | -1.5% | -1.9% |
| 3M | -20.1% | -3.7% | -16.4% | -18.1% |
| 6M | +25.8% | -4.0% | +29.9% | +29.5% |
| YTD | +109.9% | -3.4% | +113.3% | +115.1% |
| 1Y | +214.3% | -4.1% | +218.4% | +223.1% |
| All | +278.5% | +11.3% | +267.2% | +245.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling