+44.8%
TSLA vs VLTO
+56.1%
-11.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.3% |
| 7D | -6.4% | +2.0% | -8.4% | -7.0% |
| 30D | -1.2% | +21.8% | -23.0% | -7.9% |
| 3M | +15.1% | +20.2% | -5.2% | +7.8% |
| 6M | -11.7% | +36.3% | -48.1% | -21.8% |
| YTD | -15.9% | +18.8% | -34.8% | -20.7% |
| 1Y | -12.0% | +20.4% | -32.4% | -17.8% |
| 3Y | +80.0% | +71.9% | +8.1% | +31.1% |
| All | +44.8% | +56.1% | -11.4% | +9.3% |
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