+50.4%
FERG vs VIAV
+293.0%
-242.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.9% | +0.3% |
| 7D | -2.6% | +11.2% | -13.7% | -3.8% |
| 30D | -8.9% | -10.1% | +1.2% | -8.0% |
| 3M | -2.0% | -22.9% | +20.8% | +0.2% |
| 6M | -3.2% | +28.8% | -32.0% | -8.7% |
| YTD | +1.5% | +117.5% | -116.0% | -12.1% |
| 1Y | +0.5% | +216.1% | -215.6% | -18.5% |
| 3Y | +50.4% | +292.2% | -241.8% | +15.7% |
| All | +50.4% | +293.0% | -242.6% | +15.7% |
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