+3,202.9%
VIAV vs VFC
+527.2%
+2,675.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -1.9% | +13.0% | +11.9% |
| 7D | +11.3% | +0.8% | +10.5% | +10.9% |
| 30D | -1.0% | -11.9% | +10.9% | +4.0% |
| 3M | -20.5% | -20.2% | -0.4% | -14.4% |
| 6M | +39.0% | -23.0% | +62.0% | +50.8% |
| YTD | +117.5% | -26.2% | +143.7% | +138.9% |
| 1Y | +233.8% | -13.3% | +247.1% | +235.8% |
| 3Y | +295.4% | -25.5% | +320.9% | +243.1% |
| 5Y | +134.3% | -78.1% | +212.4% | +251.1% |
| 10Y | +398.7% | -68.8% | +467.5% | +438.6% |
| All | +3,202.9% | +527.2% | +2,675.7% | +603.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling