+165.8%
VXUS vs VIAV
+217.7%
-51.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +1.1% |
| 7D | +2.1% | +7.9% | -5.8% | +0.4% |
| 30D | -1.1% | -20.3% | +19.2% | +2.4% |
| 3M | -5.6% | -28.5% | +22.9% | -1.1% |
| 6M | -2.3% | -42.7% | +40.5% | +5.4% |
| YTD | +10.4% | +72.4% | -62.0% | -8.7% |
| 1Y | +13.1% | +81.5% | -68.4% | -7.7% |
| 3Y | +68.0% | +293.8% | -225.8% | +10.2% |
| 5Y | +45.8% | +101.4% | -55.6% | +10.0% |
| 10Y | +144.7% | +293.8% | -149.2% | +53.6% |
| All | +165.8% | +217.7% | -51.9% | +52.8% |
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