+105.4%
FSLR vs VIAV
+136.9%
-31.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.1% | -5.9% | -5.0% |
| 7D | +0.2% | +13.6% | -13.3% | -2.9% |
| 30D | -15.1% | +5.3% | -20.5% | -17.2% |
| 3M | -22.5% | -15.6% | -6.9% | -20.6% |
| 6M | +4.0% | +34.0% | -30.0% | -6.0% |
| YTD | -22.3% | +119.9% | -142.1% | -40.5% |
| 1Y | 0.0% | +235.2% | -235.1% | -33.6% |
| 3Y | +10.9% | +299.8% | -288.9% | -34.0% |
| 5Y | +105.4% | +140.1% | -34.7% | +53.1% |
| All | +105.4% | +136.9% | -31.5% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 5y: compounded portfolio wealth divided by compounded VIAV 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…
5y analysis · Full analysis span regression · 6 months rolling