-51.4%
VIAV vs FFIV
+7,502.3%
-7,553.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.2% | +11.4% | +11.2% |
| 7D | +11.3% | -1.5% | +12.9% | +11.9% |
| 30D | -1.0% | -2.7% | +1.7% | 0.0% |
| 3M | -20.5% | -1.7% | -18.9% | -19.7% |
| 6M | +39.0% | +36.1% | +2.9% | +24.8% |
| YTD | +117.5% | +52.6% | +64.8% | +86.4% |
| 1Y | +233.8% | +21.5% | +212.2% | +208.4% |
| 3Y | +295.4% | +142.7% | +152.7% | +181.4% |
| 5Y | +134.3% | +92.6% | +41.7% | +79.2% |
| 10Y | +398.7% | +225.5% | +173.2% | +208.8% |
| All | -51.4% | +7,502.3% | -7,553.8% | -90.2% |
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