+363.8%
VT vs TEVA
+21.3%
+342.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.8% | +0.8% |
| 7D | -0.7% | +3.3% | -4.0% | -1.3% |
| 30D | -1.7% | +5.0% | -6.8% | -2.7% |
| 3M | -2.3% | +18.5% | -20.8% | -5.6% |
| 6M | +1.5% | +20.6% | -19.1% | -2.7% |
| YTD | +12.0% | +38.5% | -26.5% | +4.2% |
| 1Y | +12.9% | +72.1% | -59.2% | +0.5% |
| 3Y | +74.9% | +398.2% | -323.2% | +20.5% |
| 5Y | +59.9% | +353.2% | -293.3% | +8.8% |
| 10Y | +224.6% | +11.0% | +213.7% | +180.7% |
| All | +363.8% | +21.3% | +342.6% | +217.6% |
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 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