+3,125.8%
TSLA vs VIG
+262.6%
+2,863.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +8.9% | +3.5% | +5.4% | +3.7% |
| 30D | +6.3% | +4.9% | +1.3% | -0.8% |
| 3M | +14.8% | +2.5% | +12.3% | +11.0% |
| 6M | -12.4% | +11.0% | -23.4% | -24.4% |
| YTD | -13.2% | +16.0% | -29.2% | -29.8% |
| 1Y | -2.9% | +17.5% | -20.5% | -23.0% |
| 3Y | +74.4% | +67.0% | +7.4% | -10.6% |
| 5Y | +13.3% | +64.8% | -51.5% | -39.0% |
| All | +3,125.8% | +262.6% | +2,863.2% | +586.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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