+404.6%
VIAV vs VTEB
+17.9%
+386.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.3% | +3.2% |
| 7D | +11.2% | -0.9% | +12.1% | +12.5% |
| 30D | -10.1% | -2.5% | -7.6% | -7.2% |
| 3M | -22.9% | -3.0% | -19.9% | -19.9% |
| 6M | +28.8% | -2.1% | +30.9% | +32.5% |
| YTD | +117.5% | -1.5% | +118.9% | +122.1% |
| 1Y | +216.1% | +0.2% | +215.9% | +216.5% |
| 3Y | +292.2% | +8.6% | +283.7% | +255.7% |
| 5Y | +141.0% | +1.2% | +139.8% | +136.7% |
| All | +404.6% | +17.9% | +386.7% | +399.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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