+299.2%
TEVA vs VFC
-78.2%
+377.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.4% | -2.3% | +1.2% |
| 7D | +2.0% | -1.4% | +3.4% | +2.3% |
| 30D | +1.0% | -9.0% | +9.9% | +2.7% |
| 3M | +7.3% | -24.2% | +31.5% | +12.0% |
| 6M | +21.7% | -18.5% | +40.2% | +24.3% |
| YTD | +18.8% | -25.9% | +44.7% | +23.4% |
| 1Y | +86.5% | -13.0% | +99.5% | +85.6% |
| 3Y | +269.4% | -20.3% | +289.8% | +247.2% |
| All | +299.2% | -78.2% | +377.4% | +495.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling