-70.8%
FIS vs VIAV
+101.3%
-172.1%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.6% | +9.8% | +4.3% |
| 7D | +2.8% | +7.9% | -5.1% | +2.6% |
| 30D | -16.7% | -20.3% | +3.6% | -16.2% |
| 3M | -32.3% | -28.5% | -3.7% | -31.6% |
| 6M | -29.1% | -42.7% | +13.7% | -27.4% |
| YTD | -54.1% | +72.4% | -126.5% | -61.4% |
| 1Y | -53.7% | +81.5% | -135.2% | -61.5% |
| 3Y | -38.8% | +293.8% | -332.7% | -59.6% |
| All | -70.8% | +101.3% | -172.1% | -76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling