-15.1%
TEVA vs VCLT
+100.6%
-115.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +2.0% | -1.4% | +3.4% | +2.3% |
| 30D | +1.0% | -1.2% | +2.1% | +1.2% |
| 3M | +7.3% | -4.8% | +12.1% | +8.2% |
| 6M | +21.7% | -2.6% | +24.3% | +22.3% |
| YTD | +18.8% | -3.3% | +22.2% | +19.6% |
| 1Y | +86.5% | -4.8% | +91.3% | +88.1% |
| 3Y | +269.4% | +11.5% | +257.9% | +264.2% |
| 5Y | +303.6% | -17.0% | +320.6% | +300.9% |
| 10Y | -22.9% | +16.7% | -39.7% | -22.6% |
| All | -15.1% | +100.6% | -115.7% | -1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling