+50.3%
EWZ vs VEEV
+699.2%
-648.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.8% |
| 7D | +1.4% | -0.2% | +1.6% | +1.4% |
| 30D | -25.1% | +3.5% | -28.6% | -25.6% |
| 3M | -7.7% | +32.9% | -40.7% | -12.5% |
| 6M | -15.8% | +84.2% | -100.0% | -25.2% |
| YTD | +3.6% | +37.3% | -33.6% | -3.3% |
| 1Y | +5.5% | +3.9% | +1.6% | +3.8% |
| 3Y | +22.1% | +83.9% | -61.8% | +4.6% |
| 5Y | +58.3% | -4.3% | +62.6% | +52.4% |
| 10Y | +50.3% | +669.1% | -618.8% | -6.5% |
| All | +50.3% | +699.2% | -648.9% | -6.5% |
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