+1,205.2%
VST vs VIAV
+333.3%
+871.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +12.3% | -5.0% | +3.8% |
| 7D | -0.5% | +15.0% | -15.5% | -4.3% |
| 30D | -17.1% | -29.7% | +12.6% | -9.2% |
| 3M | -4.6% | -18.3% | +13.7% | -0.8% |
| 6M | -9.1% | -37.6% | +28.5% | 0.0% |
| YTD | -16.6% | +79.5% | -96.1% | -34.8% |
| 1Y | -29.5% | +79.6% | -109.0% | -45.0% |
| 3Y | +297.5% | +310.0% | -12.5% | +133.3% |
| 5Y | +654.5% | +105.9% | +548.6% | +431.3% |
| 10Y | +1,205.2% | +309.0% | +896.3% | +609.0% |
| All | +1,205.2% | +333.3% | +871.9% | +609.0% |
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