+1.3%
FSLR vs VIVK
-100.0%
+101.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -12.3% | +10.9% | -1.2% |
| 7D | 0.0% | -1.4% | +1.4% | 0.0% |
| 30D | -13.7% | -43.6% | +30.0% | -12.8% |
| 3M | -35.1% | -95.1% | +60.0% | -30.8% |
| 6M | +3.6% | -98.2% | +101.8% | +11.5% |
| YTD | -21.7% | -97.9% | +76.2% | -17.5% |
| 1Y | +1.3% | -100.0% | +101.3% | +14.0% |
| All | +1.3% | -100.0% | +101.2% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling