+3.8%
VCIT vs TEVA
+361.4%
-357.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.7% |
| 7D | -1.4% | +4.5% | -5.9% | -1.5% |
| 30D | +0.8% | +5.8% | -5.0% | +0.7% |
| 3M | -1.7% | +18.8% | -20.5% | -2.1% |
| 6M | -2.1% | +21.9% | -24.0% | -2.5% |
| YTD | -2.0% | +39.9% | -41.9% | -2.7% |
| 1Y | -1.5% | +69.0% | -70.5% | -2.5% |
| 3Y | +19.0% | +402.9% | -383.9% | +14.2% |
| 5Y | +3.8% | +359.0% | -355.2% | -1.2% |
| All | +3.8% | +361.4% | -357.7% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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