+292.2%
VIAV vs FCUV
-99.2%
+391.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.3% | +0.3% | +3.6% |
| 7D | +11.2% | -66.5% | +77.6% | +11.7% |
| 30D | -10.1% | +5.0% | -15.1% | -10.9% |
| 3M | -22.9% | +63.8% | -86.7% | -26.8% |
| 6M | +28.8% | -67.8% | +96.6% | +24.8% |
| YTD | +117.5% | -82.4% | +199.9% | +113.3% |
| 1Y | +216.1% | -94.7% | +310.8% | +219.7% |
| 3Y | +292.2% | -99.3% | +391.5% | +312.7% |
| All | +292.2% | -99.2% | +391.4% | +312.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 3y: compounded portfolio wealth divided by compounded FCUV 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…
3y analysis · Full analysis span regression · 6 months rolling