+950.8%
VTI vs TEVA
+205.9%
+744.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.4% |
| 7D | -0.9% | +2.0% | -2.9% | -1.3% |
| 30D | -1.4% | +1.0% | -2.4% | -1.7% |
| 3M | +3.6% | +7.3% | -3.7% | +1.7% |
| 6M | +13.6% | +21.7% | -8.1% | +8.3% |
| YTD | +12.9% | +18.8% | -5.9% | +8.0% |
| 1Y | +17.2% | +86.5% | -69.3% | +1.4% |
| 3Y | +75.7% | +269.4% | -193.7% | +26.5% |
| 5Y | +75.4% | +303.6% | -228.2% | +19.6% |
| 10Y | +303.3% | -22.9% | +326.2% | +267.1% |
| All | +950.8% | +205.9% | +744.9% | +481.0% |
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