+144.6%
VIAV vs VIG
+614.0%
-469.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.9% |
| 7D | +13.6% | -1.2% | +14.7% | +15.2% |
| 30D | +5.3% | -2.8% | +8.2% | +9.4% |
| 3M | -15.6% | +2.5% | -18.1% | -18.8% |
| 6M | +34.0% | +8.1% | +25.9% | +20.7% |
| YTD | +119.9% | +9.6% | +110.3% | +95.0% |
| 1Y | +235.2% | +14.2% | +221.0% | +181.6% |
| 3Y | +299.8% | +56.1% | +243.7% | +116.4% |
| 5Y | +140.1% | +62.8% | +77.2% | +20.9% |
| 10Y | +420.3% | +248.2% | +172.1% | -20.9% |
| All | +144.6% | +614.0% | -469.4% | -88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling