+303.5%
EWY vs TEVA
-22.9%
+326.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.2% | +2.9% |
| 7D | -0.1% | +2.0% | -2.1% | -0.4% |
| 30D | +7.3% | +1.0% | +6.4% | +7.1% |
| 3M | -5.1% | +7.3% | -12.5% | -6.5% |
| 6M | +42.1% | +21.7% | +20.3% | +36.9% |
| YTD | +94.1% | +18.8% | +75.3% | +87.9% |
| 1Y | +147.8% | +86.5% | +61.4% | +122.2% |
| 3Y | +222.9% | +269.4% | -46.5% | +151.8% |
| 5Y | +150.6% | +303.6% | -153.0% | +87.7% |
| All | +303.5% | -22.9% | +326.4% | +234.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling