+1,419.5%
TSLA vs VRT
+2,725.9%
-1,306.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.4% | -10.3% | -7.6% |
| 7D | +1.5% | +9.1% | -7.6% | -2.0% |
| 30D | +10.1% | +0.9% | +9.2% | +9.2% |
| 3M | -15.4% | -13.4% | -2.0% | -12.5% |
| 6M | -12.8% | +11.7% | -24.5% | -20.0% |
| YTD | -21.3% | +73.2% | -94.5% | -41.3% |
| 1Y | +4.6% | +123.4% | -118.8% | -30.9% |
| 3Y | +44.5% | +606.2% | -561.6% | -49.6% |
| 5Y | +44.8% | +899.9% | -855.1% | -61.0% |
| All | +1,419.5% | +2,725.9% | -1,306.4% | +111.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling