+233.8%
VIAV vs FICO
-39.2%
+273.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.1% | +11.0% | +11.2% |
| 7D | +11.3% | -15.4% | +26.8% | +7.4% |
| 30D | -1.0% | -10.4% | +9.4% | -2.8% |
| 3M | -20.5% | -22.7% | +2.2% | -23.9% |
| 6M | +39.0% | -36.8% | +75.8% | +34.1% |
| YTD | +117.5% | -44.8% | +162.2% | +114.1% |
| 1Y | +233.8% | -39.3% | +273.1% | +225.7% |
| All | +233.8% | -39.2% | +273.0% | +225.7% |
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