+323.1%
VIAV vs FE
+120.9%
+202.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.1% | +6.3% | +6.4% |
| 7D | +12.3% | -0.4% | +12.7% | +12.5% |
| 30D | -21.0% | +3.6% | -24.6% | -21.9% |
| 3M | -14.1% | +0.3% | -14.4% | -14.4% |
| 6M | -39.9% | +6.4% | -46.3% | -41.5% |
| YTD | +85.2% | +8.1% | +77.1% | +79.1% |
| 1Y | +84.3% | +4.6% | +79.7% | +80.0% |
| 3Y | +320.9% | +49.1% | +271.8% | +260.8% |
| 5Y | +117.5% | +46.1% | +71.4% | +85.8% |
| 10Y | +323.1% | +122.7% | +200.4% | +273.5% |
| All | +323.1% | +120.9% | +202.2% | +273.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling