-13.3%
TSLA vs VRT
+12.3%
-25.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -12.9% | +9.6% | -0.5% |
| 7D | -4.7% | -15.4% | +10.7% | -1.4% |
| 30D | +1.7% | -19.0% | +20.7% | +5.9% |
| 3M | +17.7% | -23.8% | +41.5% | +23.4% |
| 6M | -1.9% | -37.9% | +36.0% | +6.8% |
| YTD | -14.3% | +27.0% | -41.3% | -21.7% |
| 1Y | -13.3% | +13.8% | -27.1% | -18.1% |
| All | -13.3% | +12.3% | -25.6% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 1y: compounded portfolio wealth divided by compounded VRT 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…
1y analysis · Full analysis span regression · 6 months rolling