+47.6%
TSLA vs VRSK
-11.8%
+59.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +3.2% | -5.2% | +8.4% | +4.6% |
| 30D | +11.6% | -2.3% | +13.9% | +12.2% |
| 3M | -8.4% | -2.9% | -5.5% | -8.9% |
| 6M | -10.4% | -12.8% | +2.4% | -7.7% |
| YTD | -18.7% | -20.8% | +2.1% | -13.0% |
| 1Y | -0.9% | -33.2% | +32.3% | +15.0% |
| 3Y | +33.6% | -26.6% | +60.2% | +40.1% |
| All | +47.6% | -11.8% | +59.3% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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