+197.2%
VIAV vs VFC
-6.8%
+204.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +3.2% |
| 7D | -4.6% | -1.6% | -3.0% | -4.3% |
| 30D | -10.4% | -11.6% | +1.2% | -8.3% |
| 3M | -34.5% | -18.1% | -16.4% | -32.1% |
| 6M | +7.0% | -27.4% | +34.3% | +12.7% |
| YTD | +95.6% | -24.8% | +120.4% | +105.1% |
| 1Y | +197.2% | -8.2% | +205.4% | +204.3% |
| All | +197.2% | -6.8% | +204.0% | +204.3% |
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