+299.2%
TEVA vs EFV
+95.9%
+203.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +1.0% | +1.0% |
| 7D | +2.0% | -0.8% | +2.8% | +2.8% |
| 30D | +1.0% | +0.6% | +0.3% | +0.3% |
| 3M | +7.3% | +7.5% | -0.2% | 0.0% |
| 6M | +21.7% | +13.0% | +8.7% | +7.9% |
| YTD | +18.8% | +18.3% | +0.5% | +0.5% |
| 1Y | +86.5% | +26.7% | +59.7% | +47.7% |
| 3Y | +269.4% | +89.6% | +179.8% | +92.2% |
| All | +299.2% | +95.9% | +203.4% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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