+404.6%
VIAV vs FLR
+19.7%
+384.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +3.4% |
| 7D | +11.2% | -3.5% | +14.6% | +12.0% |
| 30D | -10.1% | +4.2% | -14.3% | -10.9% |
| 3M | -22.9% | +8.1% | -30.9% | -24.2% |
| 6M | +28.8% | +21.5% | +7.3% | +23.9% |
| YTD | +117.5% | +36.8% | +80.7% | +104.8% |
| 1Y | +216.1% | +31.2% | +184.9% | +199.1% |
| 3Y | +292.2% | +53.9% | +238.3% | +252.8% |
| 5Y | +141.0% | +243.0% | -102.1% | +84.5% |
| All | +404.6% | +19.7% | +384.8% | +253.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling