+23,015.9%
TSLA vs VICR
+1,479.8%
+21,536.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.5% | +1.4% | +3.3% |
| 7D | +3.4% | +9.8% | -6.5% | +0.8% |
| 30D | +12.0% | -12.6% | +24.6% | +14.9% |
| 3M | -10.0% | -29.7% | +19.7% | -4.0% |
| 6M | -7.2% | +18.8% | -26.0% | -16.6% |
| YTD | -18.1% | +76.4% | -94.5% | -35.0% |
| 1Y | +6.3% | +282.4% | -276.1% | -33.1% |
| 3Y | +48.2% | +206.2% | -158.0% | -7.9% |
| 5Y | +46.5% | +53.9% | -7.4% | -1.8% |
| 10Y | +2,698.1% | +1,572.3% | +1,125.8% | +847.8% |
| All | +23,015.9% | +1,479.8% | +21,536.2% | +6,798.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling