+282.1%
TEVA vs VT
+76.6%
+205.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.5% |
| 7D | +1.6% | +1.0% | +0.6% | +0.7% |
| 30D | +4.0% | -0.2% | +4.2% | +4.2% |
| 3M | +10.5% | +4.5% | +6.0% | +5.8% |
| 6M | +18.4% | +14.1% | +4.3% | +4.1% |
| YTD | +17.8% | +14.8% | +3.0% | +2.9% |
| 1Y | +90.5% | +21.2% | +69.3% | +58.3% |
| 3Y | +282.1% | +76.6% | +205.6% | +117.1% |
| All | +282.1% | +76.6% | +205.5% | +117.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling