-48.5%
FPS vs VIAV
-38.5%
-10.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -1.4% | -8.5% | -8.8% |
| 7D | +21.6% | +23.7% | -2.1% | +5.6% |
| 30D | -38.8% | -21.2% | -17.6% | -28.3% |
| 3M | -42.1% | -24.5% | -17.6% | -31.1% |
| 6M | -48.5% | -39.1% | -9.4% | -35.2% |
| All | -48.5% | -38.5% | -10.0% | -35.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling