+3,185.6%
TSLA vs VUG
+402.9%
+2,782.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +2.1% |
| 7D | +15.6% | +4.4% | +11.2% | +8.3% |
| 30D | +5.9% | -7.3% | +13.3% | +19.5% |
| 3M | +21.4% | -4.2% | +25.6% | +30.4% |
| 6M | -8.3% | -1.6% | -6.7% | -4.6% |
| YTD | -11.6% | +4.9% | -16.5% | -16.5% |
| 1Y | -7.7% | +3.8% | -11.5% | -11.3% |
| 3Y | +85.2% | +79.4% | +5.7% | -15.7% |
| 5Y | +15.4% | +63.9% | -48.5% | -36.2% |
| All | +3,185.6% | +402.9% | +2,782.7% | +298.5% |
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