+48.1%
TSLA vs VIVK
-100.0%
+148.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.1% |
| 7D | -3.4% | -9.5% | +6.1% | -3.4% |
| 30D | +9.2% | -35.1% | +44.4% | +9.0% |
| 3M | -4.7% | -93.4% | +88.6% | -5.3% |
| 6M | -8.9% | -98.0% | +89.0% | -9.6% |
| YTD | -19.2% | -97.9% | +78.7% | -19.8% |
| 1Y | +4.5% | -100.0% | +104.5% | +2.4% |
| 3Y | +46.3% | -100.0% | +146.3% | +43.8% |
| 5Y | +48.1% | -100.0% | +148.1% | +45.9% |
| All | +48.1% | -100.0% | +148.1% | +45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling