+90.1%
FAST vs VIAV
+235.2%
-145.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.5% |
| 7D | -0.4% | -4.6% | +4.2% | -0.1% |
| 30D | -0.8% | -10.4% | +9.6% | -0.3% |
| 3M | +5.8% | -34.5% | +40.2% | +8.4% |
| 6M | +8.0% | +7.0% | +1.0% | +5.4% |
| YTD | +25.6% | +95.6% | -70.0% | +15.0% |
| 1Y | +0.8% | +197.2% | -196.4% | -12.8% |
| All | +90.1% | +235.2% | -145.1% | +58.0% |
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