+137.9%
VGT vs TEVA
+300.5%
-162.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.8% |
| 7D | -0.2% | +2.0% | -2.2% | -0.5% |
| 30D | -0.4% | +1.0% | -1.4% | -0.7% |
| 3M | +4.4% | +7.3% | -2.9% | +2.8% |
| 6M | +32.1% | +21.7% | +10.3% | +26.4% |
| YTD | +28.8% | +18.8% | +9.9% | +23.7% |
| 1Y | +35.3% | +86.5% | -51.1% | +18.5% |
| 3Y | +124.8% | +269.4% | -144.7% | +64.6% |
| All | +137.9% | +300.5% | -162.6% | +61.3% |
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