+34.6%
TSLA vs VIG
+56.3%
-21.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +5.7% |
| 7D | +3.4% | -0.4% | +3.8% | +4.3% |
| 30D | +12.0% | -2.1% | +14.1% | +17.3% |
| 3M | -10.0% | +3.3% | -13.3% | -16.1% |
| 6M | -7.2% | +9.3% | -16.5% | -23.4% |
| YTD | -18.1% | +10.1% | -28.3% | -33.8% |
| 1Y | +6.3% | +14.7% | -8.4% | -21.8% |
| All | +34.6% | +56.3% | -21.7% | -46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling