+62.5%
VWO vs VIAV
+293.0%
-230.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.9% | +0.3% |
| 7D | -1.8% | +11.2% | -12.9% | -3.0% |
| 30D | -0.1% | -10.1% | +10.0% | +0.9% |
| 3M | +2.2% | -22.9% | +25.1% | +4.4% |
| 6M | +8.8% | +28.8% | -20.0% | +4.4% |
| YTD | +12.4% | +117.5% | -105.1% | +1.1% |
| 1Y | +15.6% | +216.1% | -200.5% | -1.2% |
| 3Y | +62.5% | +292.2% | -229.7% | +30.1% |
| All | +62.5% | +293.0% | -230.5% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling