+45.0%
EEM vs VEEV
-13.7%
+58.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.2% |
| 7D | -1.3% | -4.6% | +3.4% | -0.6% |
| 30D | +2.1% | +8.6% | -6.6% | +0.6% |
| 3M | +1.0% | +62.4% | -61.4% | -6.8% |
| 6M | +15.9% | +40.3% | -24.3% | +9.3% |
| YTD | +24.6% | +17.5% | +7.1% | +21.0% |
| 1Y | +32.3% | -6.1% | +38.4% | +33.6% |
| 3Y | +85.9% | +16.7% | +69.2% | +76.2% |
| All | +45.0% | -13.7% | +58.7% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling