+321.7%
VWO vs TEVA
+54.6%
+267.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.4% | +0.2% |
| 7D | -1.8% | +2.0% | -3.8% | -2.2% |
| 30D | -0.1% | +1.0% | -1.1% | -0.4% |
| 3M | +2.2% | +7.3% | -5.1% | +0.2% |
| 6M | +8.8% | +21.7% | -13.0% | +3.3% |
| YTD | +12.4% | +18.8% | -6.4% | +7.2% |
| 1Y | +15.6% | +86.5% | -70.9% | -1.1% |
| 3Y | +62.5% | +269.4% | -206.9% | +13.3% |
| 5Y | +34.3% | +303.6% | -269.3% | -12.5% |
| 10Y | +114.8% | -22.9% | +137.7% | +109.2% |
| All | +321.7% | +54.6% | +267.1% | +162.6% |
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