+3,202.9%
VIAV vs VMC
+2,533.6%
+669.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -1.6% | +12.8% | +12.0% |
| 7D | +11.3% | -0.5% | +11.9% | +11.5% |
| 30D | -1.0% | -9.1% | +8.1% | +3.6% |
| 3M | -20.5% | -4.1% | -16.4% | -20.1% |
| 6M | +39.0% | -5.5% | +44.5% | +40.8% |
| YTD | +117.5% | -8.9% | +126.4% | +123.4% |
| 1Y | +233.8% | -12.9% | +246.7% | +249.9% |
| 3Y | +295.4% | +22.1% | +273.3% | +241.7% |
| 5Y | +134.3% | +52.7% | +81.6% | +76.6% |
| 10Y | +398.7% | +152.7% | +246.0% | +158.1% |
| All | +3,202.9% | +2,533.6% | +669.3% | +452.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling