+293.8%
VIAV vs FDS
-23.3%
+317.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -5.5% |
| 7D | +7.9% | +1.5% | +6.4% | +8.4% |
| 30D | -20.3% | +14.8% | -35.1% | -16.4% |
| 3M | -28.5% | +16.3% | -44.8% | -23.9% |
| 6M | -42.7% | +66.2% | -109.0% | -36.1% |
| YTD | +72.4% | +16.2% | +56.2% | +97.3% |
| 1Y | +81.5% | +21.8% | +59.6% | +104.9% |
| 3Y | +293.8% | -23.9% | +317.7% | +387.7% |
| All | +293.8% | -23.3% | +317.1% | +387.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling