+414.3%
VUG vs VIAV
+419.4%
-5.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | 0.0% |
| 7D | -0.5% | +11.2% | -11.6% | -3.3% |
| 30D | -1.0% | -10.1% | +9.2% | +1.1% |
| 3M | +3.5% | -22.9% | +26.4% | +8.1% |
| 6M | +14.2% | +28.8% | -14.6% | +0.4% |
| YTD | +8.5% | +117.5% | -109.0% | -20.6% |
| 1Y | +12.9% | +216.1% | -203.2% | -28.1% |
| 3Y | +85.6% | +292.2% | -206.6% | +5.2% |
| 5Y | +78.1% | +141.0% | -62.9% | +19.1% |
| All | +414.3% | +419.4% | -5.1% | +175.5% |
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