-2.3%
FERG vs VIAV
+200.0%
-202.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.7% | -1.3% | +2.0% |
| 7D | 0.0% | -4.6% | +4.6% | +0.4% |
| 30D | -10.2% | -10.4% | +0.2% | -9.6% |
| 3M | -0.6% | -34.5% | +33.9% | +2.8% |
| 6M | -6.5% | +7.0% | -13.5% | -9.0% |
| YTD | +4.2% | +95.6% | -91.4% | -3.9% |
| 1Y | -2.3% | +197.2% | -199.4% | -19.0% |
| All | -2.3% | +200.0% | -202.3% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling