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  • VLO vs VIAV✓SelectedUSD · VIAVVLO vs VIAV performance historyLatest closeAs of+3.27%09/08
Stock and ETF performance explorer

VLO vs VIAV

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+22,506.9%
VIAV return
+3,306.1%
Excess return
+19,200.8%
Maximum drawdown
-81.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioVIAVExcessAlpha
1D+3.3%+11.2%-7.9%+1.6%
7D+5.8%+11.3%-5.6%+4.0%
30D+28.3%-1.0%+29.3%+28.0%
3M+48.7%-20.5%+69.3%+52.0%
6M+71.9%+39.0%+32.9%+58.9%
YTD+138.7%+117.5%+21.2%+103.9%
1Y+148.5%+233.8%-85.3%+97.4%
3Y+192.7%+295.4%-102.7%+122.1%
5Y+601.6%+134.3%+467.3%+469.9%
10Y+900.2%+398.7%+501.5%+631.4%
All+22,506.9%+3,306.1%+19,200.8%+10,389.6%

Cumulative growth

Daily Returns

Daily percentage return beside VIAV.

Daily Out/Under-Performance

Portfolio return minus VIAV return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × VIAV 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VIAV 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling