-4.1%
APA vs VEEV
+552.6%
-556.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +0.8% | -8.2% | +9.0% | +2.4% |
| 30D | +9.6% | +10.3% | -0.7% | +7.3% |
| 3M | +18.0% | +59.4% | -41.4% | +7.3% |
| 6M | +41.9% | +37.6% | +4.3% | +32.1% |
| YTD | +86.3% | +16.9% | +69.4% | +78.5% |
| 1Y | +97.9% | -5.0% | +102.8% | +97.2% |
| 3Y | +12.8% | +18.5% | -5.7% | +4.6% |
| 5Y | +177.2% | -13.8% | +191.0% | +167.1% |
| All | -4.1% | +552.6% | -556.7% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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