+76.9%
TSLA vs VFC
+47.8%
+29.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.6% |
| 7D | -4.7% | +3.5% | -8.2% | -5.5% |
| 30D | -0.8% | +38.3% | -39.0% | -8.7% |
| 3M | +14.8% | +40.2% | -25.4% | +5.1% |
| 6M | -11.3% | +10.6% | -22.0% | -14.5% |
| YTD | -15.6% | +16.7% | -32.3% | -20.1% |
| 1Y | -14.7% | +45.0% | -59.7% | -24.0% |
| 3Y | +76.9% | +48.8% | +28.1% | +52.3% |
| All | +76.9% | +47.8% | +29.1% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 3y: compounded portfolio wealth divided by compounded VFC 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…
3y analysis · Full analysis span regression · 6 months rolling