+4.6%
TSLA vs VIVK
-100.0%
+104.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -12.3% | +6.4% | -6.0% |
| 7D | +1.5% | -1.4% | +2.9% | +1.5% |
| 30D | +10.1% | -43.6% | +53.7% | +9.7% |
| 3M | -15.4% | -95.1% | +79.7% | -15.6% |
| 6M | -12.8% | -98.2% | +85.4% | -13.2% |
| YTD | -21.3% | -97.9% | +76.7% | -22.1% |
| 1Y | +4.6% | -100.0% | +104.6% | +2.2% |
| All | +4.6% | -100.0% | +104.6% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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