+303.5%
EWY vs VEEV
+556.2%
-252.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.1% |
| 7D | -0.1% | -4.6% | +4.5% | +0.8% |
| 30D | +7.3% | +8.6% | -1.3% | +5.2% |
| 3M | -5.1% | +62.4% | -67.6% | -15.2% |
| 6M | +42.1% | +40.3% | +1.8% | +30.7% |
| YTD | +94.1% | +17.5% | +76.6% | +84.9% |
| 1Y | +147.8% | -6.1% | +153.9% | +148.2% |
| 3Y | +222.9% | +16.7% | +206.2% | +199.7% |
| 5Y | +150.6% | -13.3% | +164.0% | +141.1% |
| All | +303.5% | +556.2% | -252.7% | +145.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling