+22,131.9%
TSLA vs VCIT
+85.7%
+22,046.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | +1.5% | -0.3% | +1.9% | +1.9% |
| 30D | +10.1% | -0.8% | +10.9% | +11.0% |
| 3M | -15.4% | -1.0% | -14.4% | -14.4% |
| 6M | -12.8% | -1.8% | -10.9% | -10.9% |
| YTD | -21.3% | -0.7% | -20.6% | -20.5% |
| 1Y | +4.6% | +1.0% | +3.6% | +4.0% |
| 3Y | +44.5% | +18.8% | +25.7% | +24.9% |
| 5Y | +44.8% | +3.5% | +41.3% | +34.1% |
| 10Y | +2,585.4% | +29.2% | +2,556.2% | +2,420.7% |
| All | +22,131.9% | +85.7% | +22,046.2% | +22,575.1% |
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 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