+830.8%
VIAV vs VCLT
+102.9%
+727.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +13.6% | 0.0% | +13.6% | +13.6% |
| 30D | +5.3% | +0.1% | +5.2% | +5.3% |
| 3M | -15.6% | -2.9% | -12.7% | -15.2% |
| 6M | +34.0% | -4.0% | +37.9% | +35.0% |
| YTD | +119.9% | -2.2% | +122.1% | +120.9% |
| 1Y | +235.2% | -2.6% | +237.7% | +236.8% |
| 3Y | +299.8% | +12.3% | +287.5% | +294.2% |
| 5Y | +140.1% | -16.4% | +156.4% | +132.2% |
| 10Y | +420.3% | +18.1% | +402.3% | +471.4% |
| All | +830.8% | +102.9% | +727.9% | +1,761.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling