+15.5%
TSLA vs EFV
+93.2%
-77.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.3% |
| 7D | +8.9% | +2.5% | +6.4% | +5.4% |
| 30D | +6.3% | +2.9% | +3.4% | +2.2% |
| 3M | +14.8% | -1.4% | +16.2% | +16.9% |
| 6M | -12.4% | +5.5% | -17.9% | -18.1% |
| YTD | -13.2% | +16.1% | -29.3% | -29.4% |
| 1Y | -2.9% | +20.3% | -23.2% | -24.9% |
| 3Y | +74.4% | +90.4% | -16.0% | -26.4% |
| All | +15.5% | +93.2% | -77.7% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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