+45.4%
TSLA vs VLTO
+56.3%
-10.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | -4.7% | +1.6% | -6.3% | -5.2% |
| 30D | -0.8% | +22.0% | -22.7% | -7.5% |
| 3M | +14.8% | +21.9% | -7.1% | +7.0% |
| 6M | -11.3% | +36.5% | -47.8% | -21.5% |
| YTD | -15.6% | +19.0% | -34.5% | -20.4% |
| 1Y | -14.7% | +21.0% | -35.7% | -20.5% |
| 3Y | +76.9% | +69.9% | +7.0% | +29.7% |
| All | +45.4% | +56.3% | -10.9% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling