+48.1%
TSLA vs VEA
+57.9%
-9.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | +0.8% |
| 7D | -3.4% | -2.1% | -1.3% | -0.3% |
| 30D | +9.2% | -1.1% | +10.3% | +11.1% |
| 3M | -4.7% | +5.1% | -9.8% | -11.4% |
| 6M | -8.9% | +9.8% | -18.7% | -21.4% |
| YTD | -19.2% | +15.9% | -35.1% | -36.6% |
| 1Y | +4.5% | +24.6% | -20.0% | -26.9% |
| 3Y | +46.3% | +75.5% | -29.2% | -39.5% |
| 5Y | +48.1% | +59.4% | -11.3% | -25.5% |
| All | +48.1% | +57.9% | -9.8% | -25.5% |
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 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