+603.5%
EW vs VEEV
+623.9%
-20.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +1.0% |
| 7D | -0.3% | -0.6% | +0.2% | -0.2% |
| 30D | +1.0% | +28.8% | -27.8% | -6.4% |
| 3M | +2.8% | +54.0% | -51.2% | -9.7% |
| 6M | +5.5% | +46.0% | -40.5% | -6.5% |
| YTD | +5.5% | +23.2% | -17.8% | -2.3% |
| 1Y | +11.0% | +1.9% | +9.2% | +8.0% |
| 3Y | +17.7% | +27.0% | -9.3% | +4.5% |
| 5Y | -25.7% | -13.4% | -12.3% | -29.0% |
| 10Y | +132.8% | +575.2% | -442.4% | +34.7% |
| All | +603.5% | +623.9% | -20.4% | +284.0% |
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