-3.5%
FSLR vs VIK
+243.7%
-247.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | -14.8% | +2.7% | -17.5% | -15.4% |
| 30D | -4.3% | +8.8% | -13.1% | -6.6% |
| 3M | -23.4% | -15.3% | -8.1% | -20.4% |
| 6M | -26.9% | +9.4% | -36.3% | -29.1% |
| YTD | -34.4% | +25.9% | -60.2% | -39.3% |
| 1Y | -33.2% | +51.0% | -84.2% | -41.4% |
| All | -3.5% | +243.7% | -247.2% | -32.8% |
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