-3.0%
FSLR vs VIK
+239.9%
-242.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.9% |
| 7D | -12.0% | +3.2% | -15.1% | -12.7% |
| 30D | -7.7% | +8.2% | -15.8% | -9.7% |
| 3M | -24.0% | -14.7% | -9.3% | -21.2% |
| 6M | -24.4% | +10.3% | -34.7% | -26.9% |
| YTD | -34.0% | +24.5% | -58.5% | -38.8% |
| 1Y | -35.6% | +45.7% | -81.3% | -42.9% |
| All | -3.0% | +239.9% | -242.9% | -32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling