+180.6%
VXUS vs TEVA
-20.0%
+200.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +0.3% | -1.7% | +2.0% | +0.6% |
| 30D | +0.7% | +2.0% | -1.3% | +0.3% |
| 3M | +4.8% | +7.0% | -2.2% | +3.3% |
| 6M | +11.3% | +17.0% | -5.7% | +8.0% |
| YTD | +16.5% | +18.1% | -1.6% | +12.7% |
| 1Y | +24.3% | +87.2% | -63.0% | +11.1% |
| 3Y | +74.5% | +283.1% | -208.6% | +34.2% |
| 5Y | +54.3% | +298.4% | -244.0% | +14.6% |
| 10Y | +150.1% | -23.4% | +173.5% | +138.1% |
| All | +180.6% | -20.0% | +200.6% | +129.3% |
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 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