-2.9%
TSLA vs VCIT
-1.4%
-1.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.7% | -1.5% |
| 7D | +8.9% | -1.4% | +10.4% | +12.3% |
| 30D | +6.3% | +0.6% | +5.7% | +3.7% |
| 3M | +14.8% | -2.2% | +17.0% | +22.7% |
| 6M | -12.4% | -2.3% | -10.0% | -6.0% |
| YTD | -13.2% | -2.2% | -11.0% | -9.3% |
| 1Y | -2.9% | -1.4% | -1.6% | +0.1% |
| All | -2.9% | -1.4% | -1.5% | +0.1% |
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