+3,009.1%
TSLA vs VT
+224.4%
+2,784.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +0.9% |
| 7D | +1.5% | -0.7% | +2.2% | +3.2% |
| 30D | +3.4% | -1.7% | +5.1% | +7.1% |
| 3M | +17.4% | -2.3% | +19.7% | +23.1% |
| 6M | -12.2% | +1.5% | -13.7% | -12.8% |
| YTD | -13.1% | +12.0% | -25.1% | -27.2% |
| 1Y | -11.1% | +12.9% | -24.0% | -26.3% |
| 3Y | +82.1% | +74.9% | +7.1% | -20.9% |
| 5Y | +10.3% | +59.9% | -49.7% | -41.6% |
| 10Y | +3,009.1% | +224.6% | +2,784.5% | +552.9% |
| All | +3,009.1% | +224.4% | +2,784.8% | +552.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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