+46.5%
TSLA vs VFC
-78.3%
+124.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +5.8% | +4.5% |
| 7D | +3.4% | +0.8% | +2.5% | +3.0% |
| 30D | +12.0% | -11.9% | +24.0% | +16.1% |
| 3M | -10.0% | -20.2% | +10.2% | -4.7% |
| 6M | -7.2% | -23.0% | +15.8% | -1.1% |
| YTD | -18.1% | -26.2% | +8.1% | -12.2% |
| 1Y | +6.3% | -13.3% | +19.6% | +7.3% |
| 3Y | +48.2% | -25.5% | +73.6% | +41.0% |
| 5Y | +46.5% | -78.1% | +124.6% | +148.9% |
| All | +46.5% | -78.3% | +124.8% | +148.9% |
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