+376.5%
FIS vs VIAV
-28.1%
+404.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.7% | -4.6% | -1.5% |
| 7D | +1.1% | -4.6% | +5.7% | +1.8% |
| 30D | -2.2% | -10.4% | +8.2% | -1.1% |
| 3M | +2.1% | -34.5% | +36.6% | +7.1% |
| 6M | -14.7% | +7.0% | -21.6% | -19.4% |
| YTD | -35.7% | +95.6% | -131.3% | -46.1% |
| 1Y | -37.1% | +197.2% | -234.2% | -51.5% |
| 3Y | -20.0% | +232.0% | -252.0% | -41.0% |
| 5Y | -62.1% | +102.2% | -164.3% | -69.8% |
| 10Y | -37.4% | +344.6% | -382.0% | -57.1% |
| All | +376.5% | -28.1% | +404.6% | +194.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling