+131.6%
VIAV vs VSXY
+37.5%
+94.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.1% | +0.5% | +3.1% |
| 7D | +11.2% | +0.1% | +11.0% | +11.2% |
| 30D | -10.1% | -18.7% | +8.6% | -7.4% |
| 3M | -22.9% | -4.0% | -18.9% | -23.0% |
| 6M | +28.8% | +67.5% | -38.7% | +16.1% |
| YTD | +117.5% | +39.7% | +77.8% | +100.4% |
| 1Y | +216.1% | +180.0% | +36.1% | +160.9% |
| 3Y | +292.2% | +337.3% | -45.1% | +184.6% |
| 5Y | +141.0% | +22.7% | +118.3% | +100.0% |
| All | +131.6% | +37.5% | +94.1% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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