+3,008.5%
FISV vs VIAV
+3,187.5%
-179.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +1.3% |
| 7D | -7.2% | +11.2% | -18.4% | -8.9% |
| 30D | -7.2% | -2.6% | -4.6% | -7.5% |
| 3M | -8.2% | -20.1% | +12.0% | -6.9% |
| 6M | -17.7% | +25.8% | -43.5% | -23.8% |
| YTD | -27.2% | +109.9% | -137.0% | -38.8% |
| 1Y | -63.0% | +214.3% | -277.3% | -71.2% |
| 3Y | -59.8% | +281.6% | -341.4% | -70.4% |
| 5Y | -55.8% | +132.6% | -188.4% | -65.1% |
| 10Y | -2.4% | +396.7% | -399.1% | -32.8% |
| All | +3,008.5% | +3,187.5% | -179.0% | +1,857.2% |
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