+37.2%
TSLA vs VLTO
+54.8%
-17.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.8% | +4.1% |
| 7D | -10.4% | +5.4% | -15.8% | -12.0% |
| 30D | -5.2% | +22.3% | -27.5% | -11.8% |
| 3M | +12.1% | +19.6% | -7.5% | +5.2% |
| 6M | -10.2% | +35.2% | -45.3% | -20.2% |
| YTD | -20.3% | +17.9% | -38.2% | -24.7% |
| 1Y | -19.7% | +19.5% | -39.2% | -24.8% |
| 3Y | +63.4% | +73.9% | -10.5% | +18.0% |
| All | +37.2% | +54.8% | -17.7% | +3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling