+2,664.3%
TSLA vs VEA
+165.0%
+2,499.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -1.0% |
| 7D | +3.2% | -1.5% | +4.7% | +5.3% |
| 30D | +11.6% | -0.8% | +12.4% | +13.0% |
| 3M | -8.4% | +2.5% | -10.9% | -11.2% |
| 6M | -10.4% | +11.1% | -21.5% | -22.8% |
| YTD | -18.7% | +17.2% | -35.9% | -35.5% |
| 1Y | -0.9% | +24.5% | -25.4% | -27.7% |
| 3Y | +33.6% | +75.4% | -41.9% | -38.3% |
| 5Y | +48.9% | +61.1% | -12.2% | -20.4% |
| All | +2,664.3% | +165.0% | +2,499.3% | +808.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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