+84.3%
VIAV vs FICO
-58.5%
+142.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.2% | +6.7% | +6.3% |
| 7D | +12.3% | +4.0% | +8.4% | +13.5% |
| 30D | -21.0% | -1.5% | -19.5% | -20.8% |
| 3M | -14.1% | -29.8% | +15.7% | -20.7% |
| 6M | -39.9% | -33.3% | -6.7% | -45.5% |
| YTD | +85.2% | -56.9% | +142.1% | +67.6% |
| 1Y | +84.3% | -59.5% | +143.7% | +70.2% |
| All | +84.3% | -58.5% | +142.7% | +70.2% |
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