+3,202.9%
VIAV vs VSH
+656.4%
+2,546.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -1.0% | +12.2% | +11.7% |
| 7D | +11.3% | +6.2% | +5.1% | +7.7% |
| 30D | -1.0% | -11.1% | +10.1% | +5.6% |
| 3M | -20.5% | -44.9% | +24.4% | +7.2% |
| 6M | +39.0% | +90.0% | -51.0% | -5.1% |
| YTD | +117.5% | +118.8% | -1.3% | +37.8% |
| 1Y | +233.8% | +109.0% | +124.8% | +113.2% |
| 3Y | +295.4% | +35.6% | +259.8% | +191.0% |
| 5Y | +134.3% | +66.7% | +67.6% | +48.7% |
| 10Y | +398.7% | +167.9% | +230.8% | +118.6% |
| All | +3,202.9% | +656.4% | +2,546.5% | +747.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling