+124.0%
EW vs VEEV
+552.6%
-428.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -3.4% | -8.2% | +4.9% | -0.7% |
| 30D | -7.4% | +10.3% | -17.7% | -10.9% |
| 3M | +0.9% | +59.4% | -58.4% | -14.4% |
| 6M | +1.2% | +37.6% | -36.4% | -10.5% |
| YTD | +1.8% | +16.9% | -15.1% | -5.4% |
| 1Y | +10.8% | -5.0% | +15.8% | +9.9% |
| 3Y | +17.1% | +18.5% | -1.3% | +3.6% |
| 5Y | -28.2% | -13.8% | -14.4% | -31.5% |
| All | +124.0% | +552.6% | -428.6% | -3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling