+216.1%
VIAV vs VFC
-10.6%
+226.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.4% | -0.7% | +2.7% |
| 7D | +11.2% | -1.4% | +12.6% | +11.4% |
| 30D | -10.1% | -9.0% | -1.1% | -8.5% |
| 3M | -22.9% | -24.2% | +1.3% | -18.6% |
| 6M | +28.8% | -18.5% | +47.3% | +33.0% |
| YTD | +117.5% | -25.9% | +143.3% | +128.6% |
| 1Y | +216.1% | -13.0% | +229.1% | +224.2% |
| All | +216.1% | -10.6% | +226.7% | +224.2% |
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