+75.4%
VEA vs TEVA
+280.8%
-205.4%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -1.0% | +0.8% |
| 7D | -1.5% | +2.0% | -3.5% | -1.7% |
| 30D | -0.8% | +1.0% | -1.8% | -1.0% |
| 3M | +2.5% | +7.3% | -4.8% | +1.6% |
| 6M | +11.1% | +21.7% | -10.6% | +8.4% |
| YTD | +17.2% | +18.8% | -1.7% | +14.5% |
| 1Y | +24.5% | +86.5% | -62.0% | +15.9% |
| 3Y | +75.4% | +269.4% | -194.0% | +44.2% |
| All | +75.4% | +280.8% | -205.4% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling