+631.5%
XLU vs TEVA
+843.4%
-212.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.5% |
| 7D | -1.6% | +2.0% | -3.6% | -1.8% |
| 30D | -3.3% | +1.0% | -4.3% | -3.4% |
| 3M | -3.2% | +7.3% | -10.5% | -4.0% |
| 6M | -7.0% | +21.7% | -28.7% | -9.1% |
| YTD | +0.6% | +18.8% | -18.2% | -1.6% |
| 1Y | +2.4% | +86.5% | -84.0% | -4.6% |
| 3Y | +46.3% | +269.4% | -223.2% | +24.2% |
| 5Y | +44.0% | +303.6% | -259.6% | +18.9% |
| 10Y | +140.1% | -22.9% | +163.0% | +126.4% |
| All | +631.5% | +843.4% | -212.0% | +392.0% |
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