+116.8%
TSLA vs VIK
+243.7%
-126.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.4% |
| 7D | +8.9% | +2.7% | +6.2% | +7.5% |
| 30D | +6.3% | +8.8% | -2.5% | +2.0% |
| 3M | +14.8% | -15.3% | +30.1% | +23.5% |
| 6M | -12.4% | +9.4% | -21.7% | -17.7% |
| YTD | -13.2% | +25.9% | -39.1% | -26.5% |
| 1Y | -2.9% | +51.0% | -53.9% | -27.2% |
| All | +116.8% | +243.7% | -126.9% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling