-64.8%
FIS vs VIAV
+128.3%
-193.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.5% | +5.7% | +1.4% |
| 7D | -8.9% | +11.2% | -20.1% | -9.5% |
| 30D | -9.9% | -2.6% | -7.3% | -10.0% |
| 3M | 0.0% | -20.1% | +20.1% | +0.9% |
| 6M | -22.9% | +25.8% | -48.7% | -27.9% |
| YTD | -40.9% | +109.9% | -150.8% | -50.3% |
| 1Y | -40.4% | +214.3% | -254.7% | -54.4% |
| 3Y | -25.4% | +281.6% | -307.0% | -47.0% |
| 5Y | -64.8% | +132.6% | -197.4% | -72.1% |
| All | -64.8% | +128.3% | -193.2% | -72.1% |
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