+15.5%
TSLA vs VEA
+53.4%
-37.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +8.9% | +2.3% | +6.7% | +5.2% |
| 30D | +6.3% | +0.2% | +6.1% | +6.3% |
| 3M | +14.8% | -5.3% | +20.1% | +25.6% |
| 6M | -12.4% | -0.9% | -11.4% | -10.3% |
| YTD | -13.2% | +12.2% | -25.4% | -28.4% |
| 1Y | -2.9% | +16.1% | -19.0% | -24.4% |
| 3Y | +74.4% | +73.0% | +1.5% | -27.4% |
| All | +15.5% | +53.4% | -37.9% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling