-26.5%
TEVA vs VT
+226.9%
-253.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.4% |
| 7D | -0.7% | -2.0% | +1.3% | +1.5% |
| 30D | -0.4% | -1.4% | +1.1% | +1.2% |
| 3M | +8.2% | +4.7% | +3.5% | +2.2% |
| 6M | +15.3% | +11.4% | +4.0% | +1.3% |
| YTD | +16.5% | +13.1% | +3.4% | +0.5% |
| 1Y | +85.7% | +19.0% | +66.7% | +51.2% |
| 3Y | +277.9% | +73.9% | +203.9% | +97.0% |
| 5Y | +295.5% | +65.4% | +230.1% | +118.3% |
| All | -26.5% | +226.9% | -253.3% | -79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling