-26.5%
FIS vs VIAV
+297.4%
-323.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.5% | -3.4% |
| 7D | -9.1% | +13.6% | -22.6% | -8.8% |
| 30D | -10.4% | +5.3% | -15.8% | -10.3% |
| 3M | -3.7% | -15.6% | +11.9% | -3.3% |
| 6M | -24.8% | +34.0% | -58.8% | -27.2% |
| YTD | -41.6% | +119.9% | -161.4% | -47.0% |
| 1Y | -42.7% | +235.2% | -277.9% | -51.3% |
| All | -26.5% | +297.4% | -323.8% | -43.6% |
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 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