+75.3%
VIAV vs FDS
+31.1%
+44.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.1% | -0.5% |
| 7D | -14.7% | +9.4% | -24.2% | -9.4% |
| 30D | -37.4% | +23.8% | -61.2% | -28.1% |
| 3M | -27.1% | +25.1% | -52.3% | -14.4% |
| 6M | -44.0% | +53.8% | -97.8% | -26.4% |
| YTD | +64.9% | +19.6% | +45.3% | +102.9% |
| 1Y | +75.3% | +31.6% | +43.6% | +114.1% |
| All | +75.3% | +31.1% | +44.2% | +114.1% |
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