-23.7%
FPS vs VIAV
+29.9%
-53.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.6% | +5.5% | +3.3% |
| 7D | +13.6% | +7.9% | +5.6% | +9.2% |
| 30D | -32.4% | -20.3% | -12.0% | -22.1% |
| 3M | -41.1% | -28.5% | -12.6% | -28.8% |
| 6M | -51.4% | -42.7% | -8.7% | -37.3% |
| All | -23.7% | +29.9% | -53.6% | -30.5% |
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