+1,058.9%
VST vs VIAV
+325.4%
+733.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -1.2% |
| 7D | -6.0% | +3.2% | -9.2% | -6.8% |
| 30D | -18.8% | -31.8% | +13.0% | -10.2% |
| 3M | -8.0% | -16.6% | +8.6% | -4.8% |
| 6M | -10.9% | -39.4% | +28.5% | -1.2% |
| YTD | -18.3% | +74.0% | -92.3% | -35.5% |
| 1Y | -29.9% | +70.8% | -100.7% | -44.5% |
| 3Y | +290.3% | +295.5% | -5.2% | +131.8% |
| 5Y | +635.3% | +103.3% | +532.0% | +419.9% |
| 10Y | +1,162.4% | +300.1% | +862.2% | +612.8% |
| All | +1,058.9% | +325.4% | +733.5% | +546.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling