+777.0%
VST vs TEVA
+294.1%
+482.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.5% |
| 7D | +5.3% | -1.7% | +7.0% | +5.6% |
| 30D | +5.8% | +2.0% | +3.8% | +5.4% |
| 3M | +3.5% | +7.0% | -3.5% | +2.0% |
| 6M | -7.4% | +17.0% | -24.4% | -10.5% |
| YTD | -6.1% | +18.1% | -24.2% | -9.4% |
| 1Y | -21.6% | +87.2% | -108.9% | -31.0% |
| 3Y | +357.2% | +283.1% | +74.1% | +243.1% |
| 5Y | +777.0% | +298.4% | +478.7% | +519.9% |
| All | +777.0% | +294.1% | +482.9% | +519.9% |
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