+103.0%
TSLA vs VIK
+225.1%
-122.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | -0.1% |
| 7D | +3.2% | -0.9% | +4.1% | +3.7% |
| 30D | +11.6% | -18.4% | +30.0% | +22.5% |
| 3M | -8.4% | -8.8% | +0.3% | -5.2% |
| 6M | -10.4% | +17.1% | -27.5% | -19.8% |
| YTD | -18.7% | +19.0% | -37.8% | -29.1% |
| 1Y | -0.9% | +30.1% | -31.1% | -19.1% |
| All | +103.0% | +225.1% | -122.1% | +9.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling