+216.1%
VIAV vs FDS
-27.2%
+243.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +3.1% |
| 7D | +11.2% | -14.0% | +25.2% | +3.8% |
| 30D | -10.1% | -6.2% | -3.9% | -12.1% |
| 3M | -22.9% | +10.2% | -33.0% | -18.3% |
| 6M | +28.8% | +27.4% | +1.3% | +41.4% |
| YTD | +117.5% | -9.3% | +126.7% | +129.4% |
| 1Y | +216.1% | -28.6% | +244.7% | +228.8% |
| All | +216.1% | -27.2% | +243.3% | +228.8% |
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