+96.9%
VIAV vs FICO
+91.4%
+5.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.0% | -5.6% |
| 7D | +7.9% | +2.2% | +5.7% | +7.8% |
| 30D | -20.3% | +0.1% | -20.4% | -20.6% |
| 3M | -28.5% | -35.2% | +6.6% | -26.9% |
| 6M | -42.7% | -32.4% | -10.4% | -43.1% |
| YTD | +72.4% | -57.4% | +129.8% | +85.9% |
| 1Y | +81.5% | -58.5% | +140.0% | +96.8% |
| 3Y | +293.8% | -28.9% | +322.7% | +244.6% |
| All | +96.9% | +91.4% | +5.5% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling