+89.4%
EWZ vs TEVA
-22.9%
+112.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.3% |
| 7D | +0.9% | +2.0% | -1.1% | +0.5% |
| 30D | +12.8% | +1.0% | +11.8% | +12.6% |
| 3M | +10.8% | +7.3% | +3.4% | +9.0% |
| 6M | +2.5% | +21.7% | -19.2% | -1.8% |
| YTD | +21.4% | +18.8% | +2.5% | +16.8% |
| 1Y | +32.8% | +86.5% | -53.7% | +17.1% |
| 3Y | +45.2% | +269.4% | -224.2% | +8.7% |
| 5Y | +63.0% | +303.6% | -240.6% | +15.9% |
| All | +89.4% | -22.9% | +112.3% | +58.5% |
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