+15.1%
EW vs VEEV
+18.2%
-3.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | -5.1% | -7.1% | +2.0% | -3.8% |
| 30D | -6.4% | +11.1% | -17.5% | -8.6% |
| 3M | -1.6% | +55.5% | -57.1% | -10.5% |
| 6M | +2.3% | +33.4% | -31.1% | -4.5% |
| YTD | +1.1% | +16.8% | -15.7% | -3.2% |
| 1Y | +8.0% | -7.7% | +15.7% | +8.4% |
| All | +15.1% | +18.2% | -3.1% | +4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling