+2,650.1%
TSLA vs VCLT
+17.0%
+2,633.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.3% |
| 7D | -3.4% | -1.3% | -2.1% | -2.4% |
| 30D | +9.2% | -1.1% | +10.4% | +10.2% |
| 3M | -4.7% | -3.7% | -1.0% | -1.8% |
| 6M | -8.9% | -4.0% | -4.9% | -5.8% |
| YTD | -19.2% | -3.4% | -15.8% | -16.8% |
| 1Y | +4.5% | -4.1% | +8.7% | +8.3% |
| 3Y | +46.3% | +11.0% | +35.3% | +36.8% |
| 5Y | +48.1% | -17.0% | +65.1% | +63.1% |
| All | +2,650.1% | +17.0% | +2,633.0% | +2,640.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling