+132.6%
VIAV vs VFC
-79.4%
+212.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -3.0% | -4.2% |
| 7D | +11.2% | -3.3% | +14.5% | +11.9% |
| 30D | -2.6% | -14.0% | +11.4% | +0.2% |
| 3M | -20.1% | -22.6% | +2.4% | -16.5% |
| 6M | +25.8% | -24.7% | +50.6% | +31.9% |
| YTD | +109.9% | -29.0% | +138.8% | +122.1% |
| 1Y | +214.3% | -13.8% | +228.1% | +218.0% |
| 3Y | +281.6% | -28.2% | +309.9% | +269.2% |
| 5Y | +132.6% | -79.0% | +211.6% | +225.3% |
| All | +132.6% | -79.4% | +212.0% | +225.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling