+22,994.0%
TSLA vs VTRS
+17.9%
+22,976.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +3.0% | -3.5% | +6.5% | +4.1% |
| 30D | +11.2% | +2.1% | +9.0% | +10.4% |
| 3M | -7.3% | +2.6% | -9.9% | -8.5% |
| 6M | -7.7% | +17.8% | -25.5% | -13.0% |
| YTD | -18.2% | +35.7% | -53.9% | -26.6% |
| 1Y | +6.0% | +63.5% | -57.5% | -10.8% |
| 3Y | +48.0% | +85.1% | -37.1% | +16.8% |
| 5Y | +46.2% | +42.5% | +3.7% | +21.3% |
| 10Y | +2,737.0% | -48.2% | +2,785.2% | +2,829.6% |
| All | +22,994.0% | +17.9% | +22,976.0% | +12,446.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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