+2,545.5%
VRT vs TEVA
+61.1%
+2,484.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.2% | -9.9% | -9.7% |
| 7D | +2.4% | -1.7% | +4.1% | +2.9% |
| 30D | -2.7% | +2.0% | -4.6% | -3.3% |
| 3M | -9.2% | +7.0% | -16.1% | -11.9% |
| 6M | -0.5% | +17.0% | -17.5% | -6.4% |
| YTD | +62.3% | +18.1% | +44.3% | +52.2% |
| 1Y | +109.6% | +87.2% | +22.3% | +70.8% |
| 3Y | +573.1% | +283.1% | +290.0% | +331.2% |
| 5Y | +953.6% | +298.4% | +655.3% | +552.7% |
| All | +2,545.5% | +61.1% | +2,484.5% | +1,477.0% |
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