+404.6%
VIAV vs VIG
+250.0%
+154.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +2.8% |
| 7D | +11.2% | -1.1% | +12.2% | +12.5% |
| 30D | -10.1% | -2.7% | -7.4% | -7.4% |
| 3M | -22.9% | +2.5% | -25.4% | -25.3% |
| 6M | +28.8% | +9.2% | +19.5% | +17.2% |
| YTD | +117.5% | +9.8% | +107.6% | +97.2% |
| 1Y | +216.1% | +12.4% | +203.7% | +180.2% |
| 3Y | +292.2% | +55.9% | +236.3% | +145.0% |
| 5Y | +141.0% | +63.9% | +77.0% | +42.6% |
| All | +404.6% | +250.0% | +154.5% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling