+106.8%
FAST vs VIAV
+132.3%
-25.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.2% | -11.6% | -1.7% |
| 7D | +1.3% | +11.3% | -10.0% | 0.0% |
| 30D | -4.7% | -1.0% | -3.7% | -5.0% |
| 3M | +7.9% | -20.5% | +28.4% | +9.8% |
| 6M | +7.4% | +39.0% | -31.6% | -0.3% |
| YTD | +25.1% | +117.5% | -92.4% | +6.4% |
| 1Y | +4.7% | +233.8% | -229.1% | -18.5% |
| 3Y | +94.7% | +295.4% | -200.7% | +42.1% |
| 5Y | +106.8% | +134.3% | -27.5% | +69.2% |
| All | +106.8% | +132.3% | -25.6% | +69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling