+81.2%
VIAV vs FE
+561.4%
-480.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.2% | +3.9% |
| 7D | -4.6% | +1.9% | -6.5% | -5.3% |
| 30D | -10.4% | -1.2% | -9.2% | -10.1% |
| 3M | -34.5% | +3.5% | -38.0% | -35.7% |
| 6M | +7.0% | -6.1% | +13.0% | +8.6% |
| YTD | +95.6% | +7.6% | +88.0% | +88.9% |
| 1Y | +197.2% | +11.9% | +185.3% | +182.5% |
| 3Y | +232.0% | +48.4% | +183.6% | +179.6% |
| 5Y | +102.2% | +44.8% | +57.4% | +69.9% |
| 10Y | +344.6% | +115.9% | +228.8% | +205.0% |
| All | +81.2% | +561.4% | -480.2% | -25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling