+3,125.8%
TSLA vs VXUS
+146.4%
+2,979.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +8.9% | +2.1% | +6.8% | +5.6% |
| 30D | +6.3% | -1.1% | +7.4% | +8.5% |
| 3M | +14.8% | -5.6% | +20.4% | +25.6% |
| 6M | -12.4% | -2.3% | -10.1% | -8.3% |
| YTD | -13.2% | +10.4% | -23.6% | -25.0% |
| 1Y | -2.9% | +13.1% | -16.0% | -19.2% |
| 3Y | +74.4% | +68.0% | +6.4% | -16.7% |
| 5Y | +13.3% | +45.8% | -32.5% | -31.1% |
| All | +3,125.8% | +146.4% | +2,979.5% | +1,025.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 10y: compounded portfolio wealth divided by compounded VXUS 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…
10y analysis · Full analysis span regression · 6 months rolling