+386.3%
VNQ vs TEVA
+84.0%
+302.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.3% |
| 7D | -1.3% | +2.0% | -3.3% | -1.6% |
| 30D | -2.6% | +1.0% | -3.5% | -2.8% |
| 3M | -2.0% | +7.3% | -9.3% | -3.6% |
| 6M | +4.3% | +21.7% | -17.4% | -0.2% |
| YTD | +9.2% | +18.8% | -9.6% | +4.8% |
| 1Y | +5.6% | +86.5% | -80.9% | -7.7% |
| 3Y | +30.8% | +269.4% | -238.6% | -4.1% |
| 5Y | +8.0% | +303.6% | -295.6% | -24.9% |
| 10Y | +63.7% | -22.9% | +86.6% | +56.2% |
| All | +386.3% | +84.0% | +302.2% | +264.1% |
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