+3,125.8%
TSLA vs VSAT
-16.2%
+3,142.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.9% | +3.1% | -0.8% |
| 7D | +8.9% | +5.9% | +3.0% | +7.4% |
| 30D | +6.3% | +9.7% | -3.4% | +3.8% |
| 3M | +14.8% | -18.3% | +33.1% | +18.7% |
| 6M | -12.4% | -4.1% | -8.3% | -13.9% |
| YTD | -13.2% | +96.5% | -109.7% | -28.3% |
| 1Y | -2.9% | +89.3% | -92.2% | -19.8% |
| 3Y | +74.4% | +270.1% | -195.6% | +7.6% |
| 5Y | +13.3% | +26.4% | -13.1% | -14.7% |
| All | +3,125.8% | -16.2% | +3,142.1% | +2,133.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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