+21,479.5%
TSLA vs VCIT
+84.2%
+21,395.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.2% | -11.0% | -11.0% |
| 7D | -14.8% | +0.5% | -15.2% | -15.2% |
| 30D | -9.7% | +2.1% | -11.8% | -11.7% |
| 3M | +6.9% | -1.6% | +8.5% | +8.6% |
| 6M | -11.7% | -1.6% | -10.1% | -10.2% |
| YTD | -23.6% | -1.5% | -22.1% | -22.2% |
| 1Y | -25.6% | -0.4% | -25.2% | -25.1% |
| 3Y | +56.3% | +19.6% | +36.7% | +34.5% |
| 5Y | -15.6% | +3.3% | -18.9% | -21.6% |
| 10Y | +2,605.4% | +28.9% | +2,576.5% | +2,465.9% |
| All | +21,479.5% | +84.2% | +21,395.3% | +22,077.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling