+398.7%
VIAV vs FN
+882.3%
-483.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +2.2% | +9.0% | +10.3% |
| 7D | +11.3% | +3.5% | +7.8% | +9.8% |
| 30D | -1.0% | -26.0% | +25.0% | +12.2% |
| 3M | -20.5% | -33.3% | +12.7% | -5.8% |
| 6M | +39.0% | -14.9% | +53.9% | +50.1% |
| YTD | +117.5% | -8.6% | +126.0% | +128.2% |
| 1Y | +233.8% | +12.3% | +221.5% | +222.8% |
| 3Y | +295.4% | +174.4% | +121.0% | +147.4% |
| 5Y | +134.3% | +296.4% | -162.1% | +19.4% |
| 10Y | +398.7% | +890.0% | -491.3% | +69.6% |
| All | +398.7% | +882.3% | -483.6% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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