+404.6%
VIAV vs VSH
+196.4%
+208.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.1% | -2.5% | +0.7% |
| 7D | +11.2% | +4.8% | +6.4% | +8.7% |
| 30D | -10.1% | -0.7% | -9.4% | -9.7% |
| 3M | -22.9% | -43.1% | +20.2% | -1.3% |
| 6M | +28.8% | +91.8% | -63.0% | -6.9% |
| YTD | +117.5% | +131.6% | -14.2% | +45.0% |
| 1Y | +216.1% | +118.1% | +98.0% | +113.8% |
| 3Y | +292.2% | +40.9% | +251.3% | +206.9% |
| 5Y | +141.0% | +75.8% | +65.2% | +63.7% |
| All | +404.6% | +196.4% | +208.2% | +133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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