+501.7%
VIAV vs FTV
+89.3%
+412.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.8% | +11.9% | +11.6% |
| 7D | +11.3% | -0.4% | +11.7% | +11.4% |
| 30D | -1.0% | -8.3% | +7.3% | +3.8% |
| 3M | -20.5% | -7.4% | -13.1% | -17.9% |
| 6M | +39.0% | -1.2% | +40.2% | +38.0% |
| YTD | +117.5% | +2.7% | +114.8% | +108.2% |
| 1Y | +233.8% | +18.4% | +215.3% | +193.7% |
| 3Y | +295.4% | -2.0% | +297.4% | +283.3% |
| 5Y | +134.3% | +3.4% | +130.9% | +115.9% |
| 10Y | +398.7% | +78.5% | +320.2% | +228.0% |
| All | +501.7% | +89.3% | +412.4% | +286.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling