-23.6%
FPS vs VIAV
+37.6%
-61.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -1.4% | -8.5% | -9.0% |
| 7D | +21.6% | +23.7% | -2.1% | +7.9% |
| 30D | -38.8% | -21.2% | -17.6% | -29.4% |
| 3M | -42.1% | -24.5% | -17.6% | -32.3% |
| 6M | -48.5% | -39.1% | -9.4% | -35.9% |
| All | -23.6% | +37.6% | -61.2% | -32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling