+2,664.3%
TSLA vs VICR
+1,679.8%
+984.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.2% | -10.6% | -2.3% |
| 7D | +3.2% | +5.0% | -1.8% | +1.8% |
| 30D | +11.6% | -12.5% | +24.1% | +14.3% |
| 3M | -8.4% | -33.6% | +25.2% | -1.2% |
| 6M | -10.4% | +10.7% | -21.1% | -18.0% |
| YTD | -18.7% | +80.6% | -99.3% | -36.0% |
| 1Y | -0.9% | +288.4% | -289.3% | -38.1% |
| 3Y | +33.6% | +213.8% | -180.2% | -17.7% |
| 5Y | +48.9% | +58.8% | -9.9% | -1.9% |
| All | +2,664.3% | +1,679.8% | +984.5% | +1,038.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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