+2.0%
FISV vs VIAV
+419.4%
-417.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.6% | +1.8% | +4.8% |
| 7D | -2.7% | +11.2% | -13.8% | -4.5% |
| 30D | 0.0% | -10.1% | +10.2% | +1.3% |
| 3M | -2.8% | -22.9% | +20.1% | -0.3% |
| 6M | -11.8% | +28.8% | -40.6% | -21.4% |
| YTD | -23.2% | +117.5% | -140.7% | -41.2% |
| 1Y | -62.0% | +216.1% | -278.1% | -74.3% |
| 3Y | -57.6% | +292.2% | -349.8% | -74.4% |
| 5Y | -53.4% | +141.0% | -194.4% | -67.3% |
| All | +2.0% | +419.4% | -417.5% | -43.3% |
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