+108.5%
VIAV vs FICO
+99.8%
+8.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -16.7% | +20.3% | +5.1% |
| 7D | -4.6% | -19.2% | +14.6% | -3.0% |
| 30D | -10.4% | -14.6% | +4.2% | -9.5% |
| 3M | -34.5% | -20.1% | -14.4% | -34.4% |
| 6M | +7.0% | -36.3% | +43.3% | +10.9% |
| YTD | +95.6% | -44.9% | +140.5% | +108.8% |
| 1Y | +197.2% | -38.6% | +235.8% | +205.7% |
| 3Y | +232.0% | +4.0% | +228.0% | +176.4% |
| All | +108.5% | +99.8% | +8.7% | +42.7% |
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 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