+149.4%
EWT vs VEEV
-13.7%
+163.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.7% |
| 7D | -1.1% | -4.6% | +3.5% | -0.4% |
| 30D | +4.5% | +8.6% | -4.2% | +2.9% |
| 3M | +8.3% | +62.4% | -54.2% | -0.6% |
| 6M | +54.2% | +40.3% | +14.0% | +45.0% |
| YTD | +74.6% | +17.5% | +57.0% | +69.2% |
| 1Y | +84.9% | -6.1% | +91.0% | +86.9% |
| 3Y | +197.5% | +16.7% | +180.9% | +181.9% |
| All | +149.4% | -13.7% | +163.2% | +140.7% |
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