+95.0%
VCIT vs TEVA
+2.6%
+92.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.2% |
| 7D | -1.4% | +4.4% | -5.9% | -1.5% |
| 30D | +0.6% | +9.3% | -8.7% | +0.5% |
| 3M | -2.2% | +21.9% | -24.1% | -2.4% |
| 6M | -2.3% | +22.8% | -25.1% | -2.5% |
| YTD | -2.2% | +42.6% | -44.8% | -2.5% |
| 1Y | -1.4% | +74.2% | -75.6% | -1.9% |
| 3Y | +18.7% | +404.5% | -385.8% | +17.0% |
| 5Y | +3.6% | +367.9% | -364.3% | +2.0% |
| 10Y | +30.4% | +14.2% | +16.2% | +27.8% |
| All | +95.0% | +2.6% | +92.4% | +91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling