+14.4%
FSLR vs VIK
+225.3%
-210.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.4% | -1.3% | -3.9% |
| 7D | +0.2% | -0.8% | +1.1% | +0.5% |
| 30D | -15.1% | -18.0% | +2.9% | -10.9% |
| 3M | -22.5% | -5.8% | -16.7% | -21.6% |
| 6M | +4.0% | +17.2% | -13.2% | -1.0% |
| YTD | -22.3% | +19.1% | -41.4% | -26.8% |
| 1Y | 0.0% | +33.6% | -33.6% | -9.1% |
| All | +14.4% | +225.3% | -210.9% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling