+1,197.0%
VST vs TEVA
-17.2%
+1,214.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.5% |
| 7D | +2.0% | -0.7% | +2.7% | +2.1% |
| 30D | +1.5% | -0.4% | +1.8% | +1.5% |
| 3M | +6.3% | +8.2% | -2.0% | +4.7% |
| 6M | -10.3% | +15.3% | -25.6% | -12.8% |
| YTD | -8.6% | +16.5% | -25.1% | -11.4% |
| 1Y | -29.3% | +85.7% | -115.1% | -36.8% |
| 3Y | +344.9% | +277.9% | +67.1% | +249.4% |
| 5Y | +774.8% | +295.5% | +479.3% | +566.3% |
| All | +1,197.0% | -17.2% | +1,214.2% | +880.6% |
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 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