+42.8%
TEVA vs EFV
+255.9%
-213.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +1.0% | +1.4% |
| 7D | +2.0% | -0.8% | +2.8% | +2.5% |
| 30D | +1.0% | +0.6% | +0.3% | +0.6% |
| 3M | +7.3% | +7.5% | -0.2% | +2.7% |
| 6M | +21.7% | +13.0% | +8.7% | +13.0% |
| YTD | +18.8% | +18.3% | +0.5% | +7.3% |
| 1Y | +86.5% | +26.7% | +59.7% | +61.8% |
| 3Y | +269.4% | +89.6% | +179.8% | +152.4% |
| 5Y | +303.6% | +98.2% | +205.4% | +170.4% |
| 10Y | -22.9% | +167.4% | -190.3% | -54.4% |
| All | +42.8% | +255.9% | -213.1% | -27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling