+169.7%
VEA vs TEVA
+8.9%
+160.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -1.0% | +0.7% |
| 7D | -1.5% | +2.0% | -3.5% | -1.8% |
| 30D | -0.8% | +1.0% | -1.8% | -1.1% |
| 3M | +2.5% | +7.3% | -4.8% | +0.7% |
| 6M | +11.1% | +21.7% | -10.6% | +6.1% |
| YTD | +17.2% | +18.8% | -1.7% | +12.3% |
| 1Y | +24.5% | +86.5% | -62.0% | +8.3% |
| 3Y | +75.4% | +269.4% | -194.0% | +27.1% |
| 5Y | +61.1% | +303.6% | -242.5% | +10.3% |
| 10Y | +163.1% | -22.9% | +186.0% | +156.5% |
| All | +169.7% | +8.9% | +160.8% | +81.4% |
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