+23,015.9%
TSLA vs VIVK
-100.0%
+23,115.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.7% | -3.7% | +4.0% |
| 7D | +3.4% | +13.1% | -9.7% | +3.4% |
| 30D | +12.0% | -29.7% | +41.7% | +12.0% |
| 3M | -10.0% | -93.0% | +83.0% | -10.3% |
| 6M | -7.2% | -98.0% | +90.8% | -7.7% |
| YTD | -18.1% | -97.8% | +79.6% | -18.4% |
| 1Y | +6.3% | -100.0% | +106.2% | +5.2% |
| 3Y | +48.2% | -100.0% | +148.1% | +46.9% |
| 5Y | +46.5% | -100.0% | +146.5% | +45.3% |
| 10Y | +2,698.1% | -100.0% | +2,798.1% | +2,719.1% |
| All | +23,015.9% | -100.0% | +23,115.9% | +22,663.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling