+147.3%
VXUS vs TEVA
-22.9%
+170.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.7% |
| 7D | -1.4% | +2.0% | -3.4% | -1.7% |
| 30D | -0.5% | +1.0% | -1.4% | -0.6% |
| 3M | +2.6% | +7.3% | -4.8% | +1.3% |
| 6M | +10.9% | +21.7% | -10.9% | +7.4% |
| YTD | +16.1% | +18.8% | -2.7% | +12.8% |
| 1Y | +22.3% | +86.5% | -64.2% | +11.2% |
| 3Y | +72.0% | +269.4% | -197.4% | +38.5% |
| 5Y | +54.1% | +303.6% | -249.5% | +19.6% |
| All | +147.3% | -22.9% | +170.2% | +106.2% |
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