+13.2%
FSLR vs VIVK
-100.0%
+113.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -6.3% | +1.6% | -4.6% |
| 7D | +0.2% | -7.9% | +8.1% | +0.4% |
| 30D | -15.1% | -42.0% | +26.8% | -14.3% |
| 3M | -22.5% | -92.5% | +70.0% | -19.3% |
| 6M | +4.0% | -98.0% | +102.0% | +10.2% |
| YTD | -22.3% | -97.9% | +75.7% | -18.7% |
| 1Y | 0.0% | -100.0% | +100.0% | +11.5% |
| All | +13.2% | -100.0% | +113.2% | +15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling