+139.6%
VIAV vs VCLT
-17.2%
+156.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.5% |
| 3M | -22.9% | -4.8% | -18.1% | -20.5% |
| 6M | +28.8% | -2.6% | +31.4% | +31.2% |
| YTD | +117.5% | -3.3% | +120.8% | +122.5% |
| 1Y | +216.1% | -4.8% | +220.9% | +226.0% |
| 3Y | +292.2% | +11.5% | +280.7% | +267.8% |
| All | +139.6% | -17.2% | +156.9% | +126.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling