+377.4%
VT vs TEVA
+2.0%
+375.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +0.4% | -0.2% | +0.7% | +0.5% |
| 30D | +1.0% | +4.7% | -3.7% | 0.0% |
| 3M | +2.4% | +5.6% | -3.2% | +0.9% |
| 6M | +12.0% | +10.5% | +1.5% | +9.1% |
| YTD | +15.3% | +16.5% | -1.2% | +11.0% |
| 1Y | +22.6% | +96.8% | -74.2% | +5.7% |
| 3Y | +74.7% | +269.5% | -194.8% | +27.5% |
| 5Y | +66.1% | +283.5% | -217.4% | +16.3% |
| 10Y | +225.0% | -25.9% | +250.9% | +216.1% |
| All | +377.4% | +2.0% | +375.5% | +238.5% |
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