+592.8%
FSLR vs VIAV
+212.2%
+380.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.1% | +1.5% |
| 7D | -14.8% | +7.9% | -22.7% | -17.8% |
| 30D | -4.3% | -20.3% | +16.0% | +1.6% |
| 3M | -23.4% | -28.5% | +5.2% | -17.3% |
| 6M | -26.9% | -42.7% | +15.8% | -16.5% |
| YTD | -34.4% | +72.4% | -106.8% | -54.5% |
| 1Y | -33.2% | +81.5% | -114.7% | -54.7% |
| 3Y | +28.1% | +293.8% | -265.8% | -41.1% |
| 5Y | +54.5% | +101.4% | -46.9% | -8.4% |
| 10Y | +434.6% | +293.8% | +140.7% | +125.6% |
| All | +592.8% | +212.2% | +380.6% | +136.0% |
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