+33.6%
TSLA vs XBI
+99.0%
-65.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | +3.2% | -4.6% | +7.9% | +6.4% |
| 30D | +11.6% | -2.0% | +13.6% | +12.8% |
| 3M | -8.4% | +17.8% | -26.2% | -18.8% |
| 6M | -10.4% | +23.7% | -34.1% | -23.4% |
| YTD | -18.7% | +28.2% | -47.0% | -32.7% |
| 1Y | -0.9% | +64.0% | -64.9% | -31.9% |
| 3Y | +33.6% | +99.4% | -65.8% | -24.6% |
| All | +33.6% | +99.0% | -65.4% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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