+20.1%
FSLR vs VIK
+236.8%
-216.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.6% | +1.7% | +3.6% |
| 7D | +6.8% | +3.6% | +3.2% | +5.9% |
| 30D | -14.7% | -16.7% | +2.0% | -10.8% |
| 3M | -22.6% | -1.1% | -21.5% | -22.7% |
| 6M | +12.7% | +27.8% | -15.1% | +5.0% |
| YTD | -18.4% | +23.3% | -41.7% | -23.9% |
| 1Y | +4.9% | +38.2% | -33.2% | -5.5% |
| All | +20.1% | +236.8% | -216.7% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 3y: compounded portfolio wealth divided by compounded VIK 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…
3y analysis · Full analysis span regression · 6 months rolling