+221.6%
VT vs TEVA
-24.5%
+246.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.7% |
| 7D | -2.0% | -0.7% | -1.3% | -1.9% |
| 30D | -1.4% | -0.4% | -1.1% | -1.4% |
| 3M | +4.7% | +8.2% | -3.5% | +3.3% |
| 6M | +11.4% | +15.3% | -4.0% | +8.5% |
| YTD | +13.1% | +16.5% | -3.4% | +9.9% |
| 1Y | +19.0% | +85.7% | -66.7% | +7.5% |
| 3Y | +73.9% | +277.9% | -203.9% | +37.3% |
| 5Y | +65.4% | +295.5% | -230.1% | +26.6% |
| All | +221.6% | -24.5% | +246.1% | +165.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling