+7.2%
VNQ vs TEVA
+300.5%
-293.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.5% |
| 7D | -1.3% | +2.0% | -3.3% | -1.5% |
| 30D | -2.6% | +1.0% | -3.5% | -2.7% |
| 3M | -2.0% | +7.3% | -9.3% | -3.1% |
| 6M | +4.3% | +21.7% | -17.4% | +1.3% |
| YTD | +9.2% | +18.8% | -9.6% | +6.2% |
| 1Y | +5.6% | +86.5% | -80.9% | -3.8% |
| 3Y | +30.8% | +269.4% | -238.6% | +3.2% |
| All | +7.2% | +300.5% | -293.3% | -19.7% |
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