-20.9%
VST vs TEVA
+93.8%
-114.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.6% |
| 7D | +8.9% | -0.2% | +9.1% | +8.9% |
| 30D | +6.2% | +4.7% | +1.5% | +6.1% |
| 3M | -2.7% | +5.6% | -8.3% | -2.5% |
| 6M | -8.4% | +10.5% | -18.8% | -8.9% |
| YTD | -7.2% | +16.5% | -23.7% | -7.9% |
| 1Y | -20.9% | +96.8% | -117.6% | -19.4% |
| All | -20.9% | +93.8% | -114.7% | -19.4% |
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 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