+114.1%
DT vs VEEV
+58.5%
+55.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -1.0% |
| 7D | -1.6% | -4.6% | +3.0% | +1.1% |
| 30D | +3.0% | +8.6% | -5.6% | -2.5% |
| 3M | +26.5% | +62.4% | -35.9% | -6.1% |
| 6M | +35.9% | +40.3% | -4.3% | +9.7% |
| YTD | +17.8% | +17.5% | +0.3% | +5.2% |
| 1Y | +4.1% | -6.1% | +10.2% | +4.7% |
| 3Y | +5.3% | +16.7% | -11.4% | -13.0% |
| 5Y | -27.2% | -13.3% | -13.8% | -28.9% |
| All | +114.1% | +58.5% | +55.6% | +45.5% |
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