+50.4%
EWJ vs VEEV
-13.7%
+64.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | +0.3% | -4.6% | +4.9% | +0.9% |
| 30D | +0.8% | +8.6% | -7.9% | -0.5% |
| 3M | +7.5% | +62.4% | -54.9% | +0.2% |
| 6M | +15.6% | +40.3% | -24.7% | +9.7% |
| YTD | +22.7% | +17.5% | +5.2% | +19.6% |
| 1Y | +26.4% | -6.1% | +32.5% | +27.7% |
| 3Y | +72.5% | +16.7% | +55.9% | +64.8% |
| All | +50.4% | -13.7% | +64.1% | +44.2% |
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