+6.7%
TSLA vs VFC
-67.2%
+73.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.6% |
| 7D | -4.7% | +3.5% | -8.2% | -5.6% |
| 30D | -0.8% | +38.3% | -39.0% | -9.7% |
| 3M | +14.8% | +40.2% | -25.4% | +3.8% |
| 6M | -11.3% | +10.6% | -22.0% | -14.9% |
| YTD | -15.6% | +16.7% | -32.3% | -20.8% |
| 1Y | -14.7% | +45.0% | -59.7% | -25.3% |
| 3Y | +76.9% | +48.8% | +28.1% | +37.5% |
| 5Y | +6.7% | -67.6% | +74.3% | +66.6% |
| All | +6.7% | -67.2% | +73.9% | +66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling