+156.5%
VIAV vs VNQ
+386.3%
-229.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.1% |
| 7D | +11.2% | -1.3% | +12.4% | +12.2% |
| 30D | -10.1% | -2.6% | -7.5% | -8.5% |
| 3M | -22.9% | -2.0% | -20.8% | -22.4% |
| 6M | +28.8% | +4.3% | +24.5% | +24.1% |
| YTD | +117.5% | +9.2% | +108.2% | +102.7% |
| 1Y | +216.1% | +5.6% | +210.5% | +202.1% |
| 3Y | +292.2% | +30.8% | +261.4% | +218.1% |
| 5Y | +141.0% | +8.0% | +133.0% | +121.9% |
| 10Y | +414.6% | +63.7% | +350.9% | +240.3% |
| All | +156.5% | +386.3% | -229.8% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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