+228.7%
VTV vs TEVA
-22.9%
+251.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.4% |
| 7D | -1.1% | +2.0% | -3.1% | -1.4% |
| 30D | -1.0% | +1.0% | -2.0% | -1.2% |
| 3M | +4.6% | +7.3% | -2.7% | +3.4% |
| 6M | +13.5% | +21.7% | -8.2% | +9.9% |
| YTD | +18.5% | +18.8% | -0.3% | +15.1% |
| 1Y | +22.9% | +86.5% | -63.6% | +11.6% |
| 3Y | +67.8% | +269.4% | -201.6% | +34.4% |
| 5Y | +81.8% | +303.6% | -221.7% | +40.2% |
| All | +228.7% | -22.9% | +251.6% | +174.3% |
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