+302.3%
VTI vs TEVA
-22.0%
+324.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -1.1% |
| 7D | -1.3% | +6.5% | -7.8% | -2.3% |
| 30D | -2.4% | +5.3% | -7.7% | -3.2% |
| 3M | +2.6% | +11.8% | -9.2% | +0.5% |
| 6M | +15.6% | +35.5% | -19.9% | +9.7% |
| YTD | +12.4% | +24.1% | -11.6% | +8.0% |
| 1Y | +16.9% | +94.3% | -77.4% | +4.2% |
| 3Y | +74.3% | +266.7% | -192.4% | +36.6% |
| 5Y | +75.3% | +327.4% | -252.0% | +30.8% |
| 10Y | +302.3% | -22.2% | +324.5% | +233.2% |
| All | +302.3% | -22.0% | +324.3% | +233.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling