+296.6%
VIAV vs FDS
-32.7%
+329.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +0.3% |
| 7D | +13.6% | -8.8% | +22.4% | +11.2% |
| 30D | +5.3% | -1.4% | +6.7% | +5.4% |
| 3M | -15.6% | +13.9% | -29.5% | -12.4% |
| 6M | +34.0% | +27.4% | +6.6% | +39.6% |
| YTD | +119.9% | -2.5% | +122.3% | +135.3% |
| 1Y | +235.2% | -23.8% | +258.9% | +280.7% |
| All | +296.6% | -32.7% | +329.3% | +356.9% |
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