+404.6%
VIAV vs VTR
+99.2%
+305.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.8% |
| 7D | +11.2% | -0.3% | +11.5% | +11.2% |
| 30D | -10.1% | +1.1% | -11.2% | -10.5% |
| 3M | -22.9% | +7.9% | -30.8% | -25.3% |
| 6M | +28.8% | +6.2% | +22.6% | +25.1% |
| YTD | +117.5% | +17.7% | +99.7% | +104.8% |
| 1Y | +216.1% | +32.9% | +183.2% | +187.0% |
| 3Y | +292.2% | +129.7% | +162.5% | +196.8% |
| 5Y | +141.0% | +89.3% | +51.7% | +90.2% |
| All | +404.6% | +99.2% | +305.4% | +221.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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