+83.6%
EEM vs VEEV
+18.3%
+65.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.2% | -2.2% |
| 7D | -0.7% | -8.2% | +7.5% | -0.1% |
| 30D | +2.4% | +10.3% | -7.9% | +1.6% |
| 3M | +4.2% | +59.4% | -55.2% | +0.1% |
| 6M | +14.8% | +37.6% | -22.8% | +12.1% |
| YTD | +23.1% | +16.9% | +6.2% | +22.5% |
| 1Y | +32.5% | -5.0% | +37.5% | +35.5% |
| All | +83.6% | +18.3% | +65.3% | +79.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling