+404.6%
VIAV vs VMC
+156.6%
+248.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.8% | +3.3% |
| 7D | +11.2% | -3.8% | +14.9% | +12.7% |
| 30D | -10.1% | -9.7% | -0.4% | -6.6% |
| 3M | -22.9% | -9.6% | -13.2% | -20.7% |
| 6M | +28.8% | -4.8% | +33.6% | +29.7% |
| YTD | +117.5% | -10.9% | +128.3% | +123.9% |
| 1Y | +216.1% | -15.6% | +231.7% | +232.0% |
| 3Y | +292.2% | +19.3% | +272.9% | +253.6% |
| 5Y | +141.0% | +48.0% | +93.0% | +96.3% |
| All | +404.6% | +156.6% | +248.0% | +220.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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