+295.5%
TEVA vs VLTO
+23.4%
+272.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | 0.0% | -0.9% |
| 7D | -0.7% | -4.5% | +3.8% | +0.9% |
| 30D | -0.4% | -4.6% | +4.3% | +1.3% |
| 3M | +8.2% | +13.3% | -5.0% | +3.0% |
| 6M | +15.3% | +2.1% | +13.2% | +13.9% |
| YTD | +16.5% | -6.1% | +22.5% | +18.0% |
| 1Y | +85.7% | -11.4% | +97.1% | +91.9% |
| All | +295.5% | +23.4% | +272.1% | +274.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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