+33.6%
TSLA vs VIVK
-100.0%
+133.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.4% | +7.9% | +0.5% |
| 7D | +3.2% | -4.4% | +7.6% | +3.2% |
| 30D | +11.6% | -40.8% | +52.4% | +11.2% |
| 3M | -8.4% | -94.1% | +85.7% | -9.3% |
| 6M | -10.4% | -98.2% | +87.8% | -11.4% |
| YTD | -18.7% | -98.0% | +79.3% | -19.7% |
| 1Y | -0.9% | -100.0% | +99.1% | -4.6% |
| 3Y | +33.6% | -100.0% | +133.6% | +34.5% |
| All | +33.6% | -100.0% | +133.6% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling