+262.4%
VST vs VIAV
+243.4%
+19.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +8.3% | +2.3% | +8.3% |
| 7D | -9.8% | -4.8% | -5.0% | -8.6% |
| 30D | -25.1% | -38.5% | +13.3% | -15.8% |
| 3M | -11.6% | -29.9% | +18.3% | -4.5% |
| 6M | -20.9% | -46.3% | +25.4% | -10.3% |
| YTD | -22.3% | +59.8% | -82.1% | -36.6% |
| 1Y | -32.0% | +62.3% | -94.3% | -44.9% |
| 3Y | +262.4% | +243.0% | +19.4% | +121.7% |
| All | +262.4% | +243.4% | +19.0% | +121.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling