+228.7%
VTV vs VIAV
+419.4%
-190.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.9% | +0.1% |
| 7D | -1.1% | +11.2% | -12.3% | -3.2% |
| 30D | -1.0% | -10.1% | +9.1% | +0.5% |
| 3M | +4.6% | -22.9% | +27.5% | +8.1% |
| 6M | +13.5% | +28.8% | -15.3% | +3.1% |
| YTD | +18.5% | +117.5% | -99.0% | -6.3% |
| 1Y | +22.9% | +216.1% | -193.2% | -12.4% |
| 3Y | +67.8% | +292.2% | -224.4% | +9.1% |
| 5Y | +81.8% | +141.0% | -59.1% | +33.2% |
| All | +228.7% | +419.4% | -190.7% | +98.0% |
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