+404.6%
VIAV vs FANG
+182.5%
+222.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.6% |
| 7D | +11.2% | +2.9% | +8.3% | +10.6% |
| 30D | -10.1% | +2.6% | -12.7% | -10.6% |
| 3M | -22.9% | +7.6% | -30.4% | -24.1% |
| 6M | +28.8% | +17.3% | +11.5% | +24.2% |
| YTD | +117.5% | +38.7% | +78.8% | +102.5% |
| 1Y | +216.1% | +51.6% | +164.4% | +188.6% |
| 3Y | +292.2% | +50.0% | +242.2% | +253.4% |
| 5Y | +141.0% | +237.6% | -96.6% | +81.1% |
| All | +404.6% | +182.5% | +222.1% | +232.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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