+293.8%
VIAV vs FICO
-27.8%
+321.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.0% | -5.6% |
| 7D | +7.9% | +2.2% | +5.7% | +8.1% |
| 30D | -20.3% | +0.1% | -20.4% | -20.3% |
| 3M | -28.5% | -35.2% | +6.6% | -29.9% |
| 6M | -42.7% | -32.4% | -10.4% | -44.7% |
| YTD | +72.4% | -57.4% | +129.8% | +75.1% |
| 1Y | +81.5% | -58.5% | +140.0% | +85.1% |
| 3Y | +293.8% | -28.9% | +322.7% | +241.1% |
| All | +293.8% | -27.8% | +321.7% | +241.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling