+269.4%
TEVA vs VFC
-25.2%
+294.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.4% | -2.3% | +1.4% |
| 7D | +2.0% | -1.4% | +3.4% | +2.2% |
| 30D | +1.0% | -9.0% | +9.9% | +2.3% |
| 3M | +7.3% | -24.2% | +31.5% | +10.8% |
| 6M | +21.7% | -18.5% | +40.2% | +23.6% |
| YTD | +18.8% | -25.9% | +44.7% | +22.2% |
| 1Y | +86.5% | -13.0% | +99.5% | +85.5% |
| 3Y | +269.4% | -20.3% | +289.8% | +262.2% |
| All | +269.4% | -25.2% | +294.7% | +262.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 3y: compounded portfolio wealth divided by compounded VFC 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…
3y analysis · Full analysis span regression · 6 months rolling