+219.8%
VT vs VIAV
+333.3%
-113.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +12.3% | -9.7% | +0.1% |
| 7D | +0.4% | +15.0% | -14.7% | -2.8% |
| 30D | -2.6% | -29.7% | +27.1% | +3.7% |
| 3M | -3.2% | -18.3% | +15.1% | -1.4% |
| 6M | +0.9% | -37.6% | +38.5% | +7.2% |
| YTD | +11.3% | +79.5% | -68.2% | -12.0% |
| 1Y | +14.0% | +79.6% | -65.6% | -10.2% |
| 3Y | +75.8% | +310.0% | -234.2% | +3.9% |
| 5Y | +57.8% | +105.9% | -48.1% | +13.7% |
| 10Y | +219.8% | +309.0% | -89.2% | +95.3% |
| All | +219.8% | +333.3% | -113.5% | +95.3% |
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