+1,216.9%
VST vs TEVA
-17.2%
+1,234.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.4% |
| 3M | -2.7% | +5.6% | -8.3% | -3.8% |
| 6M | -8.4% | +10.5% | -18.8% | -10.3% |
| YTD | -7.2% | +16.5% | -23.7% | -10.0% |
| 1Y | -20.9% | +96.8% | -117.6% | -29.9% |
| 3Y | +384.0% | +269.5% | +114.5% | +281.2% |
| 5Y | +757.1% | +283.5% | +473.5% | +555.6% |
| All | +1,216.9% | -17.2% | +1,234.0% | +895.5% |
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