+22,131.9%
TSLA vs VIG
+646.9%
+21,485.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.5% | -5.3% |
| 7D | +1.5% | -0.4% | +2.0% | +2.2% |
| 30D | +10.1% | -1.0% | +11.1% | +11.7% |
| 3M | -15.4% | +2.8% | -18.1% | -18.3% |
| 6M | -12.8% | +8.2% | -21.0% | -21.7% |
| YTD | -21.3% | +11.0% | -32.3% | -31.8% |
| 1Y | +4.6% | +16.1% | -11.6% | -14.8% |
| 3Y | +44.5% | +56.2% | -11.6% | -17.2% |
| 5Y | +44.8% | +63.0% | -18.2% | -18.7% |
| 10Y | +2,585.4% | +241.4% | +2,344.0% | +507.3% |
| All | +22,131.9% | +646.9% | +21,485.0% | +1,948.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling