+6.3%
TSLA vs VRT
+131.6%
-125.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.7% | +0.3% | +3.1% |
| 7D | +3.4% | +13.6% | -10.2% | +0.2% |
| 30D | +12.0% | +6.8% | +5.3% | +10.0% |
| 3M | -10.0% | -3.2% | -6.8% | -10.2% |
| 6M | -7.2% | +20.3% | -27.5% | -12.7% |
| YTD | -18.1% | +79.6% | -97.7% | -31.5% |
| 1Y | +6.3% | +139.0% | -132.7% | -11.0% |
| All | +6.3% | +131.6% | -125.3% | -11.0% |
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 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