+102.0%
TSLA vs VIK
+221.3%
-119.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -0.6% |
| 7D | -3.4% | -1.8% | -1.6% | -2.6% |
| 30D | +9.2% | -17.3% | +26.5% | +18.9% |
| 3M | -4.7% | -5.1% | +0.3% | -3.3% |
| 6M | -8.9% | +16.2% | -25.1% | -18.2% |
| YTD | -19.2% | +17.6% | -36.8% | -29.1% |
| 1Y | +4.5% | +33.5% | -29.0% | -16.3% |
| All | +102.0% | +221.3% | -119.3% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling