+67.3%
TSLA vs VSXY
+37.5%
+29.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | -0.1% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | +11.6% | -18.7% | +30.3% | +15.6% |
| 3M | -8.4% | -4.0% | -4.5% | -8.6% |
| 6M | -10.4% | +67.5% | -77.9% | -22.5% |
| YTD | -18.7% | +39.7% | -58.4% | -27.7% |
| 1Y | -0.9% | +180.0% | -180.9% | -25.9% |
| 3Y | +33.6% | +337.3% | -303.7% | -18.7% |
| 5Y | +48.9% | +22.7% | +26.2% | +17.3% |
| All | +67.3% | +37.5% | +29.8% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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