+22,391.8%
TSLA vs VCIT
+84.0%
+22,307.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.4% | +4.4% |
| 7D | -10.4% | +0.1% | -10.5% | -10.5% |
| 30D | -5.2% | +1.9% | -7.1% | -7.1% |
| 3M | +12.1% | -1.4% | +13.6% | +13.7% |
| 6M | -10.2% | -2.1% | -8.0% | -8.1% |
| YTD | -20.3% | -1.6% | -18.7% | -18.8% |
| 1Y | -19.7% | -0.9% | -18.8% | -18.7% |
| 3Y | +63.4% | +20.0% | +43.4% | +40.2% |
| 5Y | -12.1% | +3.1% | -15.2% | -18.1% |
| 10Y | +2,719.7% | +28.7% | +2,691.0% | +2,577.6% |
| All | +22,391.8% | +84.0% | +22,307.9% | +23,043.0% |
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