+157.4%
EWJ vs VEEV
+586.3%
-428.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | +1.0% | -7.1% | +8.1% | +2.0% |
| 30D | +1.0% | +11.1% | -10.1% | -0.7% |
| 3M | +7.2% | +55.5% | -48.3% | +0.4% |
| 6M | +13.9% | +33.4% | -19.5% | +8.6% |
| YTD | +20.8% | +16.8% | +4.0% | +17.1% |
| 1Y | +26.4% | -7.7% | +34.1% | +26.6% |
| 3Y | +71.8% | +18.4% | +53.4% | +63.4% |
| 5Y | +49.9% | -14.8% | +64.7% | +45.9% |
| 10Y | +140.0% | +546.5% | -406.5% | +75.5% |
| All | +157.4% | +586.3% | -428.9% | +81.4% |
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