+46.2%
TSLA vs XHB
+34.8%
+11.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +1.0% |
| 7D | +3.0% | -1.9% | +4.9% | +4.4% |
| 30D | +11.2% | -8.3% | +19.5% | +18.3% |
| 3M | -7.3% | -7.1% | -0.1% | -2.8% |
| 6M | -7.7% | -5.3% | -2.5% | -5.7% |
| YTD | -18.2% | -3.2% | -15.0% | -18.6% |
| 1Y | +6.0% | -13.9% | +19.9% | +15.2% |
| 3Y | +48.0% | +24.9% | +23.1% | +11.8% |
| 5Y | +46.2% | +34.5% | +11.7% | -1.2% |
| All | +46.2% | +34.8% | +11.3% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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