-7.4%
EW vs VEEV
-3.2%
-4.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +6.5% | -1.9% | +8.4% | +7.0% |
| 30D | +22.5% | +3.0% | +19.5% | +21.4% |
| 3M | +13.0% | +28.8% | -15.9% | +4.8% |
| 6M | +37.1% | +91.3% | -54.2% | +13.2% |
| YTD | +24.1% | +36.5% | -12.4% | +12.0% |
| 1Y | +24.2% | +1.9% | +22.4% | +21.9% |
| 3Y | +64.8% | +84.6% | -19.8% | +28.9% |
| 5Y | -7.4% | -2.6% | -4.8% | -10.2% |
| All | -7.4% | -3.2% | -4.2% | -10.2% |
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