+586.2%
EWT vs TEVA
+243.9%
+342.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.4% |
| 7D | -1.1% | +2.0% | -3.1% | -1.5% |
| 30D | +4.5% | +1.0% | +3.5% | +4.2% |
| 3M | +8.3% | +7.3% | +0.9% | +6.3% |
| 6M | +54.2% | +21.7% | +32.5% | +47.3% |
| YTD | +74.6% | +18.8% | +55.7% | +67.4% |
| 1Y | +84.9% | +86.5% | -1.6% | +61.2% |
| 3Y | +197.5% | +269.4% | -71.9% | +118.7% |
| 5Y | +150.6% | +303.6% | -153.0% | +74.4% |
| 10Y | +516.1% | -22.9% | +539.0% | +465.6% |
| All | +586.2% | +243.9% | +342.3% | +308.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 all: compounded portfolio wealth divided by compounded TEVA 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…
all analysis · Full analysis span regression · 6 months rolling