+358.6%
VT vs TEVA
+18.9%
+339.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.9% | -0.2% |
| 7D | -0.1% | +1.2% | -1.3% | -0.4% |
| 30D | -3.1% | +3.2% | -6.2% | -3.7% |
| 3M | -3.5% | +17.3% | -20.8% | -6.6% |
| 6M | +0.5% | +18.7% | -18.2% | -3.4% |
| YTD | +10.8% | +35.9% | -25.1% | +3.4% |
| 1Y | +11.9% | +74.8% | -62.9% | -0.7% |
| 3Y | +73.0% | +388.5% | -315.5% | +19.6% |
| 5Y | +58.6% | +351.1% | -292.5% | +7.9% |
| 10Y | +219.2% | +10.4% | +208.8% | +175.5% |
| All | +358.6% | +18.9% | +339.7% | +215.2% |
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