+75.3%
VIAV vs FICO
-57.1%
+132.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -3.1% |
| 7D | -14.7% | +0.4% | -15.1% | -14.6% |
| 30D | -37.4% | +1.7% | -39.0% | -36.5% |
| 3M | -27.1% | -33.0% | +5.9% | -33.3% |
| 6M | -44.0% | -33.9% | -10.2% | -49.4% |
| YTD | +64.9% | -58.5% | +123.4% | +49.0% |
| 1Y | +75.3% | -56.4% | +131.7% | +53.6% |
| All | +75.3% | -57.1% | +132.4% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 1y: compounded portfolio wealth divided by compounded FICO 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…
1y analysis · Full analysis span regression · 6 months rolling