+1,179.1%
VST vs VIAV
+315.1%
+864.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.2% |
| 7D | +19.2% | +23.7% | -4.6% | +12.2% |
| 30D | -17.2% | -21.2% | +4.0% | -12.0% |
| 3M | -8.1% | -24.5% | +16.4% | -2.2% |
| 6M | -8.1% | -39.1% | +30.9% | +1.7% |
| YTD | -16.3% | +82.6% | -98.9% | -34.9% |
| 1Y | -24.1% | +82.7% | -106.8% | -41.2% |
| 3Y | +300.2% | +315.1% | -14.8% | +133.9% |
| 5Y | +645.9% | +113.4% | +532.5% | +419.3% |
| All | +1,179.1% | +315.1% | +864.1% | +584.8% |
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