+715.9%
VTV vs TEVA
+54.8%
+661.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.4% |
| 7D | -1.1% | +2.0% | -3.1% | -1.5% |
| 30D | -1.0% | +1.0% | -2.0% | -1.3% |
| 3M | +4.6% | +7.3% | -2.7% | +3.0% |
| 6M | +13.5% | +21.7% | -8.2% | +8.7% |
| YTD | +18.5% | +18.8% | -0.3% | +13.9% |
| 1Y | +22.9% | +86.5% | -63.6% | +7.9% |
| 3Y | +67.8% | +269.4% | -201.6% | +24.5% |
| 5Y | +81.8% | +303.6% | -221.7% | +28.0% |
| 10Y | +233.0% | -22.9% | +255.9% | +209.6% |
| All | +715.9% | +54.8% | +661.2% | +510.7% |
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