-40.6%
FIS vs VIAV
+419.4%
-460.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.5% | -0.4% |
| 7D | -7.9% | +11.2% | -19.1% | -9.7% |
| 30D | -8.0% | -10.1% | +2.1% | -6.9% |
| 3M | +0.6% | -22.9% | +23.5% | +3.2% |
| 6M | -22.2% | +28.8% | -51.0% | -30.9% |
| YTD | -40.8% | +117.5% | -158.2% | -55.3% |
| 1Y | -41.5% | +216.1% | -257.6% | -60.9% |
| 3Y | -25.5% | +292.2% | -317.7% | -55.3% |
| 5Y | -64.8% | +141.0% | -205.8% | -75.7% |
| All | -40.6% | +419.4% | -460.0% | -67.9% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling