+22,131.9%
TSLA vs VFC
+17.5%
+22,114.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.4% | -8.3% | -6.7% |
| 7D | +1.5% | -1.6% | +3.1% | +2.0% |
| 30D | +10.1% | -11.6% | +21.7% | +14.8% |
| 3M | -15.4% | -18.1% | +2.7% | -10.2% |
| 6M | -12.8% | -27.4% | +14.6% | -4.0% |
| YTD | -21.3% | -24.8% | +3.6% | -15.0% |
| 1Y | +4.6% | -8.2% | +12.8% | +3.3% |
| 3Y | +44.5% | -29.1% | +73.6% | +36.0% |
| 5Y | +44.8% | -79.2% | +124.0% | +127.0% |
| 10Y | +2,585.4% | -68.1% | +2,653.5% | +2,991.0% |
| All | +22,131.9% | +17.5% | +22,114.4% | +13,725.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling