+13.8%
VRT vs TEVA
+106.6%
-92.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.1% | -12.7% | -12.9% |
| 7D | -15.4% | +4.7% | -20.1% | -15.7% |
| 30D | -19.0% | +5.5% | -24.5% | -19.4% |
| 3M | -23.8% | +21.6% | -45.4% | -25.5% |
| 6M | -37.9% | +18.4% | -56.3% | -38.3% |
| YTD | +27.0% | +34.1% | -7.1% | +19.0% |
| 1Y | +13.8% | +104.5% | -90.7% | -6.6% |
| All | +13.8% | +106.6% | -92.8% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling