-31.5%
VIAV vs FTI
+2,117.5%
-2,149.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -2.1% | +13.3% | +12.0% |
| 7D | +11.3% | -0.2% | +11.5% | +11.3% |
| 30D | -1.0% | +12.3% | -13.3% | -5.5% |
| 3M | -20.5% | +13.8% | -34.3% | -24.4% |
| 6M | +39.0% | +24.3% | +14.7% | +28.0% |
| YTD | +117.5% | +75.8% | +41.7% | +76.3% |
| 1Y | +233.8% | +99.6% | +134.1% | +157.0% |
| 3Y | +295.4% | +278.4% | +17.0% | +128.4% |
| 5Y | +134.3% | +1,168.7% | -1,034.4% | -24.6% |
| 10Y | +398.7% | +297.5% | +101.2% | +101.9% |
| All | -31.5% | +2,117.5% | -2,149.0% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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