+52.7%
EFA vs VEEV
-13.7%
+66.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.4% | +0.9% |
| 7D | -1.5% | -4.6% | +3.1% | -0.9% |
| 30D | -1.7% | +8.6% | -10.3% | -3.1% |
| 3M | +3.5% | +62.4% | -58.9% | -4.5% |
| 6M | +9.5% | +40.3% | -30.8% | +3.1% |
| YTD | +12.9% | +17.5% | -4.7% | +9.4% |
| 1Y | +18.2% | -6.1% | +24.3% | +19.1% |
| 3Y | +64.8% | +16.7% | +48.2% | +56.1% |
| All | +52.7% | -13.7% | +66.4% | +45.6% |
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