+29.2%
BND vs VEEV
+586.3%
-557.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.2% |
| 7D | -0.1% | -7.1% | +7.0% | -0.1% |
| 30D | -0.2% | +11.1% | -11.4% | -0.3% |
| 3M | -0.7% | +55.5% | -56.2% | -1.1% |
| 6M | -1.7% | +33.4% | -35.0% | -2.0% |
| YTD | -0.5% | +16.8% | -17.4% | -0.8% |
| 1Y | +0.4% | -7.7% | +8.1% | +0.3% |
| 3Y | +13.1% | +18.4% | -5.2% | +12.7% |
| 5Y | -2.1% | -14.8% | +12.7% | -2.7% |
| 10Y | +15.7% | +546.5% | -530.8% | +17.0% |
| All | +29.2% | +586.3% | -557.1% | +31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling