+977.6%
VRT vs TEVA
+300.5%
+677.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.6% | +2.9% |
| 7D | -8.4% | +2.0% | -10.4% | -9.0% |
| 30D | -10.9% | +1.0% | -11.8% | -11.3% |
| 3M | -13.7% | +7.3% | -21.0% | -16.9% |
| 6M | -4.1% | +21.7% | -25.9% | -12.6% |
| YTD | +58.7% | +18.8% | +39.9% | +45.9% |
| 1Y | +89.6% | +86.5% | +3.2% | +45.6% |
| 3Y | +558.1% | +269.4% | +288.7% | +256.9% |
| All | +977.6% | +300.5% | +677.0% | +421.4% |
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