+47.6%
TSLA vs EFV
+95.9%
-48.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.9% |
| 7D | +3.2% | -0.8% | +4.0% | +4.3% |
| 30D | +11.6% | +0.6% | +10.9% | +10.7% |
| 3M | -8.4% | +7.5% | -16.0% | -16.6% |
| 6M | -10.4% | +13.0% | -23.4% | -23.7% |
| YTD | -18.7% | +18.3% | -37.1% | -35.3% |
| 1Y | -0.9% | +26.7% | -27.6% | -28.2% |
| 3Y | +33.6% | +89.6% | -56.0% | -42.7% |
| All | +47.6% | +95.9% | -48.3% | -39.1% |
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