+453.5%
FSLR vs VIVK
-100.0%
+553.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +2.0% |
| 7D | -0.1% | -9.5% | +9.3% | 0.0% |
| 30D | -14.0% | -35.1% | +21.1% | -13.7% |
| 3M | -16.9% | -93.4% | +76.5% | -15.2% |
| 6M | +4.7% | -98.0% | +102.7% | +7.5% |
| YTD | -20.7% | -97.9% | +77.2% | -19.1% |
| 1Y | +1.7% | -100.0% | +101.6% | +6.3% |
| 3Y | +13.1% | -100.0% | +113.1% | +17.6% |
| 5Y | +108.4% | -100.0% | +208.4% | +116.6% |
| All | +453.5% | -100.0% | +553.5% | +468.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling