+1,522.3%
TSLA vs VRT
+1,919.9%
-397.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +9.6% | -4.1% | +1.8% |
| 7D | -6.4% | -10.6% | +4.2% | -2.6% |
| 30D | -1.2% | -17.4% | +16.2% | +5.0% |
| 3M | +15.1% | -26.4% | +41.4% | +26.6% |
| 6M | -11.7% | -41.0% | +29.3% | +3.7% |
| YTD | -15.9% | +23.8% | -39.8% | -29.9% |
| 1Y | -12.0% | +11.6% | -23.6% | -23.8% |
| 3Y | +80.0% | +403.5% | -323.5% | -29.4% |
| 5Y | +10.8% | +647.0% | -636.2% | -67.4% |
| All | +1,522.3% | +1,919.9% | -397.5% | +152.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling