+47.6%
TSLA vs VYM
+77.5%
-30.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | -0.6% |
| 7D | +3.2% | -0.8% | +4.0% | +4.6% |
| 30D | +11.6% | -2.2% | +13.8% | +16.1% |
| 3M | -8.4% | +3.1% | -11.5% | -13.0% |
| 6M | -10.4% | +9.7% | -20.1% | -23.5% |
| YTD | -18.7% | +14.9% | -33.6% | -36.0% |
| 1Y | -0.9% | +17.6% | -18.5% | -25.1% |
| 3Y | +33.6% | +65.3% | -31.7% | -39.1% |
| All | +47.6% | +77.5% | -30.0% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 5y: compounded portfolio wealth divided by compounded VYM 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…
5y analysis · Full analysis span regression · 6 months rolling