+11.4%
FPS vs VIAV
+63.8%
-52.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +11.2% | -8.1% | -2.0% |
| 7D | +10.4% | +11.3% | -0.9% | +4.8% |
| 30D | -16.5% | -1.0% | -15.5% | -16.8% |
| 3M | -45.5% | -20.5% | -25.0% | -41.4% |
| 6M | +2.1% | +39.0% | -36.9% | -16.1% |
| All | +11.4% | +63.8% | -52.4% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling