-25.0%
TEVA vs VCLT
+17.1%
-42.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +2.0% | -1.4% | +3.4% | +2.4% |
| 30D | +1.0% | -1.2% | +2.1% | +1.3% |
| 3M | +7.3% | -4.8% | +12.1% | +9.0% |
| 6M | +21.7% | -2.6% | +24.3% | +22.8% |
| YTD | +18.8% | -3.3% | +22.2% | +20.2% |
| 1Y | +86.5% | -4.8% | +91.3% | +89.4% |
| 3Y | +269.4% | +11.5% | +257.9% | +258.4% |
| 5Y | +303.6% | -17.0% | +320.6% | +311.3% |
| All | -25.0% | +17.1% | -42.0% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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