+197.2%
VIAV vs FDS
-17.4%
+214.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.5% | +7.2% | +2.1% |
| 7D | -4.6% | -1.9% | -2.7% | -5.3% |
| 30D | -10.4% | +9.0% | -19.4% | -6.1% |
| 3M | -34.5% | +18.9% | -53.3% | -27.2% |
| 6M | +7.0% | +35.1% | -28.2% | +24.3% |
| YTD | +95.6% | +5.5% | +90.1% | +120.9% |
| 1Y | +197.2% | -16.8% | +214.0% | +235.5% |
| All | +197.2% | -17.4% | +214.6% | +235.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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