-13.3%
TSLA vs VIK
+55.4%
-68.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.2% | -9.5% | -4.7% |
| 7D | -4.7% | +5.4% | -10.1% | -5.9% |
| 30D | +1.7% | +12.5% | -10.8% | -1.0% |
| 3M | +17.7% | -15.2% | +32.9% | +21.6% |
| 6M | -1.9% | +15.4% | -17.2% | -5.8% |
| YTD | -14.3% | +27.7% | -42.0% | -19.7% |
| 1Y | -13.3% | +59.7% | -73.0% | -20.6% |
| All | -13.3% | +55.4% | -68.7% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 1y: compounded portfolio wealth divided by compounded VIK 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…
1y analysis · Full analysis span regression · 6 months rolling