+74.4%
TSLA vs VRT
+388.8%
-314.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.8% | -0.7% |
| 7D | +8.9% | +10.5% | -1.6% | +5.4% |
| 30D | +6.3% | -9.3% | +15.6% | +8.5% |
| 3M | +14.8% | -29.6% | +44.4% | +26.1% |
| 6M | -12.4% | -45.4% | +33.0% | +3.0% |
| YTD | -13.2% | +24.8% | -38.0% | -25.6% |
| 1Y | -2.9% | +23.6% | -26.5% | -17.1% |
| 3Y | +74.4% | +379.7% | -305.2% | -1.2% |
| All | +74.4% | +388.8% | -314.4% | -1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling