-61.5%
VIAV vs FFIV
+5,932.0%
-5,993.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.7% | -2.9% | -4.6% |
| 7D | +7.9% | -0.5% | +8.4% | +8.3% |
| 30D | -20.3% | -32.4% | +12.1% | -8.6% |
| 3M | -28.5% | -25.7% | -2.9% | -20.9% |
| 6M | -42.7% | -13.5% | -29.2% | -39.6% |
| YTD | +72.4% | +21.1% | +51.3% | +59.8% |
| 1Y | +81.5% | +29.4% | +52.0% | +64.3% |
| 3Y | +293.8% | +94.9% | +199.0% | +201.7% |
| 5Y | +101.4% | +34.7% | +66.7% | +74.4% |
| 10Y | +293.8% | +119.0% | +174.8% | +180.2% |
| All | -61.5% | +5,932.0% | -5,993.5% | -91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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