+1,238.2%
VST vs VIAV
+431.6%
+806.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.2% | -9.5% | -1.4% |
| 7D | +9.9% | +11.3% | -1.4% | +6.6% |
| 30D | +7.9% | -1.0% | +8.9% | +7.3% |
| 3M | +3.4% | -20.5% | +23.9% | +7.8% |
| 6M | -4.1% | +39.0% | -43.1% | -16.3% |
| YTD | -5.7% | +117.5% | -123.1% | -29.4% |
| 1Y | -18.9% | +233.8% | -252.6% | -47.7% |
| 3Y | +359.1% | +295.4% | +63.6% | +175.7% |
| 5Y | +766.9% | +134.3% | +632.6% | +494.8% |
| All | +1,238.2% | +431.6% | +806.6% | +607.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling