+141.1%
EFA vs VEEV
+586.3%
-445.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.9% |
| 7D | -0.5% | -7.1% | +6.6% | +0.6% |
| 30D | -1.3% | +11.1% | -12.5% | -3.1% |
| 3M | +5.2% | +55.5% | -50.3% | -2.2% |
| 6M | +9.4% | +33.4% | -24.0% | +3.7% |
| YTD | +12.7% | +16.8% | -4.1% | +8.9% |
| 1Y | +19.3% | -7.7% | +27.0% | +19.4% |
| 3Y | +66.3% | +18.4% | +47.9% | +57.3% |
| 5Y | +53.4% | -14.8% | +68.2% | +48.8% |
| 10Y | +144.4% | +546.5% | -402.1% | +77.3% |
| All | +141.1% | +586.3% | -445.2% | +67.6% |
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 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