+1,245.4%
VUG vs VIAV
+65.7%
+1,179.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.2% | -11.5% | -2.8% |
| 7D | +0.9% | +11.3% | -10.5% | -1.6% |
| 30D | -1.4% | -1.0% | -0.4% | -2.0% |
| 3M | +2.3% | -20.5% | +22.8% | +5.4% |
| 6M | +15.7% | +39.0% | -23.3% | +3.3% |
| YTD | +8.6% | +117.5% | -108.8% | -13.7% |
| 1Y | +14.1% | +233.8% | -219.7% | -18.6% |
| 3Y | +87.9% | +295.4% | -207.5% | +25.6% |
| 5Y | +76.3% | +134.3% | -58.0% | +31.4% |
| 10Y | +409.7% | +398.7% | +10.9% | +216.7% |
| All | +1,245.4% | +65.7% | +1,179.7% | +608.4% |
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