+1,164.9%
VST vs TEVA
+15.4%
+1,149.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.1% | -1.4% |
| 7D | +6.6% | +4.4% | +2.1% | +5.9% |
| 30D | -12.4% | +9.3% | -21.7% | -13.6% |
| 3M | -9.0% | +21.9% | -30.8% | -11.8% |
| 6M | -6.4% | +22.8% | -29.2% | -9.7% |
| YTD | -17.2% | +42.6% | -59.8% | -22.3% |
| 1Y | -22.0% | +74.2% | -96.3% | -29.1% |
| 3Y | +296.7% | +404.5% | -107.9% | +197.8% |
| 5Y | +637.6% | +367.9% | +269.7% | +446.8% |
| All | +1,164.9% | +15.4% | +1,149.4% | +836.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling