+22,994.0%
TSLA vs VWO
+144.6%
+22,849.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.5% |
| 7D | +3.0% | +0.2% | +2.9% | +2.8% |
| 30D | +11.2% | +0.9% | +10.3% | +10.1% |
| 3M | -7.3% | +4.3% | -11.5% | -10.6% |
| 6M | -7.7% | +10.5% | -18.3% | -16.1% |
| YTD | -18.2% | +13.4% | -31.6% | -27.7% |
| 1Y | +6.0% | +18.6% | -12.6% | -10.0% |
| 3Y | +48.0% | +65.8% | -17.8% | -8.2% |
| 5Y | +46.2% | +35.2% | +11.0% | +13.2% |
| 10Y | +2,737.0% | +116.6% | +2,620.4% | +1,460.6% |
| All | +22,994.0% | +144.6% | +22,849.4% | +13,597.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling