-25.0%
TEVA vs VTEB
+17.9%
-42.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.7% | +1.9% |
| 7D | +2.0% | -0.9% | +2.9% | +2.5% |
| 30D | +1.0% | -2.5% | +3.5% | +2.3% |
| 3M | +7.3% | -3.0% | +10.3% | +9.0% |
| 6M | +21.7% | -2.1% | +23.9% | +23.1% |
| YTD | +18.8% | -1.5% | +20.3% | +19.9% |
| 1Y | +86.5% | +0.2% | +86.3% | +86.5% |
| 3Y | +269.4% | +8.6% | +260.9% | +254.8% |
| 5Y | +303.6% | +1.2% | +302.4% | +297.0% |
| All | -25.0% | +17.9% | -42.8% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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