+55.0%
EWZ vs VEEV
-13.1%
+68.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.4% |
| 7D | +6.5% | -0.6% | +7.1% | +6.5% |
| 30D | +4.8% | +28.8% | -24.0% | +2.4% |
| 3M | +9.9% | +54.0% | -44.1% | +5.4% |
| 6M | +1.9% | +46.0% | -44.0% | -1.9% |
| YTD | +20.3% | +23.2% | -2.9% | +17.7% |
| 1Y | +35.6% | +1.9% | +33.8% | +35.3% |
| 3Y | +43.4% | +27.0% | +16.4% | +37.5% |
| All | +55.0% | -13.1% | +68.1% | +46.5% |
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 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