+110.9%
EEM vs VEEV
+586.3%
-475.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | +2.0% | -7.1% | +9.1% | +3.2% |
| 30D | +5.1% | +11.1% | -6.0% | +2.8% |
| 3M | +4.6% | +55.5% | -51.0% | -4.0% |
| 6M | +17.8% | +33.4% | -15.6% | +10.7% |
| YTD | +25.8% | +16.8% | +9.0% | +20.8% |
| 1Y | +36.4% | -7.7% | +44.1% | +36.5% |
| 3Y | +90.0% | +18.4% | +71.6% | +77.7% |
| 5Y | +46.6% | -14.8% | +61.4% | +41.8% |
| 10Y | +132.3% | +546.5% | -414.3% | +58.9% |
| All | +110.9% | +586.3% | -475.4% | +36.4% |
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 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