-15.1%
TSLA vs VCIT
-0.4%
-14.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.5% | +5.4% |
| 7D | -6.4% | +0.7% | -7.1% | -8.1% |
| 30D | -1.2% | +1.8% | -3.0% | -6.1% |
| 3M | +15.1% | -1.1% | +16.2% | +20.3% |
| 6M | -11.7% | -1.7% | -10.1% | -6.3% |
| YTD | -15.9% | -1.1% | -14.8% | -14.0% |
| All | -15.1% | -0.4% | -14.7% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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