+18.6%
TEVA vs VT
+360.7%
-342.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.8% | +1.2% |
| 7D | +3.3% | -0.7% | +4.0% | +3.7% |
| 30D | +5.0% | -1.7% | +6.8% | +6.2% |
| 3M | +18.5% | -2.3% | +20.8% | +20.3% |
| 6M | +20.6% | +1.5% | +19.1% | +18.7% |
| YTD | +38.5% | +12.0% | +26.5% | +27.1% |
| 1Y | +72.1% | +12.9% | +59.2% | +57.1% |
| 3Y | +398.2% | +74.9% | +323.2% | +234.2% |
| 5Y | +353.2% | +59.9% | +293.3% | +225.4% |
| 10Y | +11.0% | +224.6% | -213.7% | -45.5% |
| All | +18.6% | +360.7% | -342.1% | -50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling