+62.8%
FDX vs VIAV
+290.6%
-227.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +11.2% | -13.8% | -3.8% |
| 7D | -3.3% | +11.3% | -14.6% | -4.6% |
| 30D | -1.4% | -1.0% | -0.4% | -1.7% |
| 3M | -4.5% | -20.5% | +16.0% | -2.6% |
| 6M | +9.4% | +39.0% | -29.6% | +2.8% |
| YTD | +36.0% | +117.5% | -81.4% | +19.4% |
| 1Y | +75.5% | +233.8% | -158.3% | +44.0% |
| 3Y | +62.8% | +295.4% | -232.6% | +26.1% |
| All | +62.8% | +290.6% | -227.8% | +26.1% |
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