+23,015.9%
TSLA vs EFV
+269.1%
+22,746.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.7% |
| 7D | +3.4% | +1.0% | +2.4% | +2.4% |
| 30D | +12.0% | +0.2% | +11.9% | +11.9% |
| 3M | -10.0% | +9.6% | -19.6% | -17.6% |
| 6M | -7.2% | +14.0% | -21.2% | -18.3% |
| YTD | -18.1% | +18.5% | -36.6% | -30.8% |
| 1Y | +6.3% | +27.9% | -21.6% | -16.7% |
| 3Y | +48.2% | +92.4% | -44.3% | -20.6% |
| 5Y | +46.5% | +97.2% | -50.7% | -22.3% |
| 10Y | +2,698.1% | +163.0% | +2,535.1% | +1,070.9% |
| All | +23,015.9% | +269.1% | +22,746.8% | +8,793.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling