+2,543.2%
VIAV vs FICO
+23,103.8%
-20,560.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.4% |
| 7D | +3.2% | +0.9% | +2.3% | +2.9% |
| 30D | -31.8% | +9.4% | -41.2% | -35.2% |
| 3M | -16.6% | -30.4% | +13.8% | -10.7% |
| 6M | -39.4% | -35.1% | -4.3% | -36.2% |
| YTD | +74.0% | -56.8% | +130.8% | +106.1% |
| 1Y | +70.8% | -58.4% | +129.2% | +105.0% |
| 3Y | +295.5% | -26.7% | +322.2% | +250.7% |
| 5Y | +103.3% | +88.0% | +15.3% | +15.6% |
| 10Y | +300.1% | +545.7% | -245.6% | +27.6% |
| All | +2,543.2% | +23,103.8% | -20,560.6% | +158.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling