+10.8%
TSLA vs VXUS
+46.7%
-35.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.8% | +2.7% | +0.8% |
| 7D | -6.4% | +0.8% | -7.1% | -7.3% |
| 30D | -1.2% | -1.9% | +0.7% | +2.3% |
| 3M | +15.1% | -4.4% | +19.5% | +24.4% |
| 6M | -11.7% | -2.0% | -9.8% | -7.8% |
| YTD | -15.9% | +11.1% | -27.1% | -30.0% |
| 1Y | -12.0% | +15.1% | -27.0% | -31.1% |
| 3Y | +80.0% | +70.4% | +9.6% | -26.5% |
| 5Y | +10.8% | +47.2% | -36.4% | -37.7% |
| All | +10.8% | +46.7% | -35.9% | -37.7% |
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