+28.0%
TEVA vs VEU
+188.0%
-160.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.4% |
| 7D | +2.0% | -1.4% | +3.4% | +2.9% |
| 30D | +1.0% | -0.4% | +1.4% | +1.2% |
| 3M | +7.3% | +2.5% | +4.8% | +5.4% |
| 6M | +21.7% | +11.1% | +10.6% | +13.4% |
| YTD | +18.8% | +16.5% | +2.3% | +7.5% |
| 1Y | +86.5% | +22.9% | +63.6% | +63.3% |
| 3Y | +269.4% | +73.4% | +196.0% | +162.4% |
| 5Y | +303.6% | +56.1% | +247.5% | +206.6% |
| 10Y | -22.9% | +153.0% | -175.9% | -53.0% |
| All | +28.0% | +188.0% | -160.0% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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