+67.7%
FERG vs VIAV
+139.8%
-72.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.9% | +0.1% |
| 7D | -2.6% | +11.2% | -13.7% | -4.4% |
| 30D | -8.9% | -10.1% | +1.2% | -7.6% |
| 3M | -2.0% | -22.9% | +20.8% | +0.9% |
| 6M | -3.2% | +28.8% | -32.0% | -11.2% |
| YTD | +1.5% | +117.5% | -116.0% | -17.9% |
| 1Y | +0.5% | +216.1% | -215.6% | -26.3% |
| 3Y | +50.4% | +292.2% | -241.8% | +1.6% |
| All | +67.7% | +139.8% | -72.1% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling