+1,479.9%
TSLA vs VRT
+2,829.6%
-1,349.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.7% | +0.3% | +2.5% |
| 7D | +3.4% | +13.6% | -10.2% | -1.8% |
| 30D | +12.0% | +6.8% | +5.3% | +8.7% |
| 3M | -10.0% | -3.2% | -6.8% | -10.9% |
| 6M | -7.2% | +20.3% | -27.5% | -17.4% |
| YTD | -18.1% | +79.6% | -97.7% | -39.8% |
| 1Y | +6.3% | +139.0% | -132.7% | -31.7% |
| 3Y | +48.2% | +644.6% | -596.5% | -49.4% |
| 5Y | +46.5% | +1,024.4% | -977.8% | -62.9% |
| All | +1,479.9% | +2,829.6% | -1,349.7% | +116.3% |
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