-35.7%
VG vs TEVA
+69.0%
-104.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.8% |
| 7D | +3.8% | -1.7% | +5.5% | +4.0% |
| 30D | +7.2% | +2.0% | +5.3% | +6.9% |
| 3M | +22.8% | +7.0% | +15.8% | +21.6% |
| 6M | +33.2% | +17.0% | +16.2% | +29.8% |
| YTD | +124.8% | +18.1% | +106.7% | +116.5% |
| 1Y | +15.8% | +87.2% | -71.4% | -6.4% |
| All | -35.7% | +69.0% | -104.7% | -60.2% |
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