+75.3%
VIAV vs VFC
+52.5%
+22.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.7% | -3.1% |
| 7D | -14.7% | +21.5% | -36.2% | -18.1% |
| 30D | -37.4% | +46.7% | -84.0% | -42.8% |
| 3M | -27.1% | +38.4% | -65.5% | -32.6% |
| 6M | -44.0% | +15.2% | -59.2% | -45.9% |
| YTD | +64.9% | +17.8% | +47.1% | +55.1% |
| 1Y | +75.3% | +55.6% | +19.7% | +55.7% |
| All | +75.3% | +52.5% | +22.8% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling