-52.4%
FIS vs VIAV
+291.8%
-344.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.6% | +9.8% | +4.9% |
| 7D | +2.8% | +7.9% | -5.1% | +1.6% |
| 30D | -16.7% | -20.3% | +3.6% | -14.8% |
| 3M | -32.3% | -28.5% | -3.7% | -30.3% |
| 6M | -29.1% | -42.7% | +13.7% | -25.4% |
| YTD | -54.1% | +72.4% | -126.5% | -64.8% |
| 1Y | -53.7% | +81.5% | -135.2% | -65.0% |
| 3Y | -38.8% | +293.8% | -332.7% | -65.5% |
| 5Y | -71.1% | +101.4% | -172.5% | -80.0% |
| All | -52.4% | +291.8% | -344.2% | -73.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling