+762.0%
FSLR vs VIAV
+293.8%
+468.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +11.2% | -6.9% | 0.0% |
| 7D | +6.8% | +11.3% | -4.5% | +2.3% |
| 30D | -14.7% | -1.0% | -13.7% | -15.8% |
| 3M | -22.6% | -20.5% | -2.1% | -18.1% |
| 6M | +12.7% | +39.0% | -26.3% | -6.8% |
| YTD | -18.4% | +117.5% | -135.8% | -46.0% |
| 1Y | +4.9% | +233.8% | -228.8% | -42.7% |
| 3Y | +16.4% | +295.4% | -279.0% | -43.8% |
| 5Y | +123.5% | +134.3% | -10.8% | +30.6% |
| 10Y | +454.3% | +398.7% | +55.6% | +122.3% |
| All | +762.0% | +293.8% | +468.2% | +180.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling