+182.8%
VXUS vs VIAV
+300.7%
-118.0%
-36.0%
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% | -2.6% |
| 7D | +1.6% | +11.3% | -9.7% | -0.8% |
| 30D | +1.0% | -1.0% | +2.0% | +0.5% |
| 3M | +5.7% | -20.5% | +26.2% | +8.8% |
| 6M | +13.6% | +39.0% | -25.4% | +2.1% |
| YTD | +17.4% | +117.5% | -100.1% | -5.8% |
| 1Y | +25.1% | +233.8% | -208.7% | -9.8% |
| 3Y | +75.8% | +295.4% | -219.6% | +18.0% |
| 5Y | +55.4% | +134.3% | -78.9% | +15.8% |
| 10Y | +146.4% | +398.7% | -252.3% | +49.8% |
| All | +182.8% | +300.7% | -118.0% | +57.7% |
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