+73.3%
FDX vs VIAV
+325.3%
-252.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.4% | -5.4% | +0.4% |
| 7D | -2.1% | +12.3% | -14.4% | -3.2% |
| 30D | +10.4% | -21.0% | +31.4% | +12.4% |
| 3M | +0.5% | -14.1% | +14.5% | +0.7% |
| 6M | +6.5% | -39.9% | +46.4% | +10.7% |
| YTD | +40.2% | +85.2% | -44.9% | +24.7% |
| 1Y | +52.1% | +84.3% | -32.2% | +35.1% |
| All | +73.3% | +325.3% | -252.0% | +36.3% |
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