+568.7%
FE vs TEVA
+720.3%
-151.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.4% | +0.2% |
| 7D | -1.7% | -0.7% | -0.9% | -1.6% |
| 30D | -1.3% | -0.4% | -0.9% | -1.3% |
| 3M | +0.6% | +8.2% | -7.6% | -0.4% |
| 6M | -6.8% | +15.3% | -22.2% | -8.5% |
| YTD | +6.4% | +16.5% | -10.1% | +4.3% |
| 1Y | +11.3% | +85.7% | -74.5% | +3.5% |
| 3Y | +47.1% | +277.9% | -230.8% | +24.1% |
| 5Y | +50.4% | +295.5% | -245.1% | +23.7% |
| 10Y | +114.7% | -24.5% | +139.1% | +98.1% |
| All | +568.7% | +720.3% | -151.6% | +448.1% |
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