+98.1%
FAST vs VIAV
+294.8%
-196.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +12.3% | -9.3% | +2.3% |
| 7D | +3.8% | +15.0% | -11.2% | +2.9% |
| 30D | +8.1% | -29.7% | +37.7% | +10.0% |
| 3M | +5.8% | -18.3% | +24.1% | +6.3% |
| 6M | +24.9% | -37.6% | +62.4% | +27.3% |
| YTD | +38.9% | +79.5% | -40.5% | +26.3% |
| 1Y | +36.5% | +79.6% | -43.1% | +23.8% |
| 3Y | +98.1% | +310.0% | -211.9% | +53.4% |
| All | +98.1% | +294.8% | -196.7% | +53.4% |
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 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