+2,326.7%
VIAV vs FICO
+22,274.6%
-19,947.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.4% | +8.7% | +8.4% |
| 7D | -4.8% | -0.9% | -3.9% | -4.6% |
| 30D | -38.5% | +3.3% | -41.8% | -40.5% |
| 3M | -29.9% | -31.7% | +1.9% | -24.5% |
| 6M | -46.3% | -34.0% | -12.3% | -44.0% |
| YTD | +59.8% | -58.3% | +118.1% | +91.5% |
| 1Y | +62.3% | -57.9% | +120.2% | +93.5% |
| 3Y | +243.0% | -24.1% | +267.1% | +198.5% |
| 5Y | +80.3% | +85.3% | -5.0% | +2.6% |
| 10Y | +290.0% | +520.3% | -230.3% | +26.1% |
| All | +2,326.7% | +22,274.6% | -19,947.9% | +140.1% |
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 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