+46.5%
TSLA vs VXUS
+54.5%
-8.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.3% | +4.6% |
| 7D | +3.4% | +1.6% | +1.8% | +0.7% |
| 30D | +12.0% | +1.0% | +11.0% | +10.2% |
| 3M | -10.0% | +5.7% | -15.6% | -17.3% |
| 6M | -7.2% | +13.6% | -20.8% | -24.9% |
| YTD | -18.1% | +17.4% | -35.5% | -37.9% |
| 1Y | +6.3% | +25.1% | -18.8% | -27.4% |
| 3Y | +48.2% | +75.8% | -27.7% | -42.0% |
| 5Y | +46.5% | +55.4% | -8.9% | -25.9% |
| All | +46.5% | +54.5% | -8.0% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling