+96.7%
TSLA vs VIK
+228.1%
-131.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.3% | -6.2% | -6.1% |
| 7D | +1.5% | -3.0% | +4.6% | +3.0% |
| 30D | +10.1% | -20.7% | +30.9% | +22.6% |
| 3M | -15.4% | -4.6% | -10.7% | -14.3% |
| 6M | -12.8% | +14.0% | -26.8% | -20.9% |
| YTD | -21.3% | +20.2% | -41.4% | -31.6% |
| 1Y | +4.6% | +36.0% | -31.4% | -17.0% |
| All | +96.7% | +228.1% | -131.4% | +5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling