+70.5%
FSLR vs VIVK
-100.0%
+170.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -12.3% | +10.9% | -1.4% |
| 7D | 0.0% | -1.4% | +1.4% | 0.0% |
| 30D | -13.7% | -43.6% | +30.0% | -13.7% |
| 3M | -35.1% | -95.1% | +60.0% | -35.1% |
| 6M | +3.6% | -98.2% | +101.8% | +3.5% |
| YTD | -21.7% | -97.9% | +76.2% | -21.8% |
| 1Y | +1.3% | -100.0% | +101.3% | +1.0% |
| 3Y | +9.7% | -100.0% | +109.7% | +9.5% |
| 5Y | +117.4% | -100.0% | +217.4% | +116.9% |
| 10Y | +435.5% | -100.0% | +535.5% | +440.5% |
| All | +70.5% | -100.0% | +170.5% | +79.3% |
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