+2,650.1%
TSLA vs VUG
+419.9%
+2,230.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.3% |
| 7D | -3.4% | -1.9% | -1.5% | -0.5% |
| 30D | +9.2% | -1.6% | +10.8% | +12.1% |
| 3M | -4.7% | +4.4% | -9.1% | -9.8% |
| 6M | -8.9% | +13.2% | -22.1% | -23.7% |
| YTD | -19.2% | +7.5% | -26.7% | -26.7% |
| 1Y | +4.5% | +12.5% | -7.9% | -10.9% |
| 3Y | +46.3% | +86.0% | -39.7% | -36.8% |
| 5Y | +48.1% | +76.5% | -28.4% | -26.7% |
| All | +2,650.1% | +419.9% | +2,230.2% | +258.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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