+42.9%
FSLR vs VIVK
-100.0%
+142.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.5% | +7.0% | -0.5% |
| 7D | -14.8% | -57.7% | +42.9% | -14.8% |
| 30D | -4.3% | -87.3% | +83.0% | -4.3% |
| 3M | -23.4% | -98.9% | +75.5% | -23.5% |
| 6M | -26.9% | -100.0% | +73.0% | -27.1% |
| YTD | -34.4% | -100.0% | +65.6% | -34.5% |
| 1Y | -33.2% | -100.0% | +66.8% | -33.4% |
| 3Y | +28.1% | -100.0% | +128.1% | +27.7% |
| 5Y | +54.5% | -100.0% | +154.5% | +54.0% |
| 10Y | +434.6% | -100.0% | +534.6% | +438.8% |
| All | +42.9% | -100.0% | +142.9% | +50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling