-13.3%
TSLA vs VWO
+5.9%
-19.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -5.4% |
| 7D | -4.7% | -1.3% | -3.4% | -3.2% |
| 30D | +1.7% | -7.1% | +8.8% | +11.7% |
| 3M | +17.7% | -6.1% | +23.8% | +27.2% |
| 6M | -1.9% | -3.9% | +2.0% | +4.0% |
| YTD | -14.3% | +5.0% | -19.4% | -18.7% |
| 1Y | -13.3% | +6.0% | -19.3% | -19.0% |
| All | -13.3% | +5.9% | -19.2% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 1y: compounded portfolio wealth divided by compounded VWO 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…
1y analysis · Full analysis span regression · 6 months rolling