-26.0%
FSLR vs VIVK
-100.0%
+74.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -27.5% | +32.1% | +5.0% |
| 7D | +10.3% | -68.7% | +79.0% | +11.9% |
| 30D | +10.4% | -90.0% | +100.4% | +13.8% |
| 3M | -20.2% | -98.1% | +77.9% | -15.9% |
| 6M | -8.0% | -99.9% | +91.9% | +2.7% |
| YTD | -25.5% | -99.9% | +74.4% | -18.4% |
| 1Y | -26.0% | -100.0% | +74.0% | -12.9% |
| All | -26.0% | -100.0% | +74.0% | -12.9% |
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