+404.6%
VIAV vs FTV
+80.7%
+323.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.4% |
| 7D | +11.2% | -4.0% | +15.1% | +13.6% |
| 30D | -10.1% | -11.0% | +0.9% | -4.2% |
| 3M | -22.9% | -8.4% | -14.5% | -19.6% |
| 6M | +28.8% | -2.6% | +31.3% | +28.9% |
| YTD | +117.5% | -0.6% | +118.1% | +112.0% |
| 1Y | +216.1% | +11.0% | +205.1% | +188.6% |
| 3Y | +292.2% | -6.3% | +298.6% | +289.9% |
| 5Y | +141.0% | -1.5% | +142.5% | +128.3% |
| All | +404.6% | +80.7% | +323.8% | +236.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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