+33.6%
TSLA vs VWO
+62.9%
-29.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | -0.5% |
| 7D | +3.2% | -1.8% | +5.0% | +5.9% |
| 30D | +11.6% | -0.1% | +11.7% | +11.6% |
| 3M | -8.4% | +2.2% | -10.7% | -10.8% |
| 6M | -10.4% | +8.8% | -19.1% | -20.0% |
| YTD | -18.7% | +12.4% | -31.1% | -31.3% |
| 1Y | -0.9% | +15.6% | -16.5% | -19.3% |
| 3Y | +33.6% | +62.5% | -28.9% | -38.6% |
| All | +33.6% | +62.9% | -29.3% | -38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling