+2,825.8%
FDX vs VIAV
+2,964.2%
-138.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.2% | -1.1% |
| 7D | -2.5% | -4.6% | +2.1% | -1.9% |
| 30D | +3.8% | -10.4% | +14.2% | +5.1% |
| 3M | -1.3% | -34.5% | +33.2% | +3.8% |
| 6M | +5.0% | +7.0% | -1.9% | +1.4% |
| YTD | +39.6% | +95.6% | -56.0% | +21.9% |
| 1Y | +81.1% | +197.2% | -116.1% | +47.3% |
| 3Y | +63.0% | +232.0% | -169.0% | +28.0% |
| 5Y | +65.6% | +102.2% | -36.6% | +39.1% |
| 10Y | +183.4% | +344.6% | -161.3% | +110.3% |
| All | +2,825.8% | +2,964.2% | -138.4% | +1,289.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling