-80.8%
FIG vs VIAV
+271.4%
-352.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | -0.4% |
| 7D | -12.2% | +11.2% | -23.4% | -9.9% |
| 30D | -11.0% | -2.6% | -8.4% | -10.8% |
| 3M | +11.9% | -20.1% | +32.0% | +10.3% |
| 6M | -21.9% | +25.8% | -47.7% | -23.4% |
| YTD | -40.8% | +109.9% | -150.6% | -43.3% |
| 1Y | -56.6% | +214.3% | -270.9% | -58.6% |
| All | -80.8% | +271.4% | -352.2% | -80.5% |
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