+348.4%
FIS vs VIAV
-20.0%
+368.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +11.2% | -17.1% | -7.7% |
| 7D | -3.5% | +11.3% | -14.8% | -5.3% |
| 30D | -7.8% | -1.0% | -6.8% | -8.4% |
| 3M | +0.8% | -20.5% | +21.3% | +2.3% |
| 6M | -21.9% | +39.0% | -60.9% | -29.4% |
| YTD | -39.5% | +117.5% | -156.9% | -50.3% |
| 1Y | -41.0% | +233.8% | -274.8% | -55.4% |
| 3Y | -23.6% | +295.4% | -319.0% | -45.4% |
| 5Y | -65.6% | +134.3% | -199.9% | -73.3% |
| 10Y | -40.2% | +398.7% | -438.9% | -59.9% |
| All | +348.4% | -20.0% | +368.5% | +171.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling