+16.7%
EWZ vs VEEV
+702.0%
-685.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +0.6% | -1.9% | +2.5% | +0.9% |
| 30D | -25.5% | +3.0% | -28.5% | -25.9% |
| 3M | -4.5% | +28.8% | -33.4% | -8.7% |
| 6M | -15.3% | +91.3% | -106.6% | -24.7% |
| YTD | +3.1% | +36.5% | -33.4% | -3.4% |
| 1Y | +1.2% | +1.9% | -0.7% | -0.2% |
| 3Y | +19.3% | +84.6% | -65.4% | +3.4% |
| 5Y | +52.3% | -2.6% | +54.9% | +44.8% |
| 10Y | +67.0% | +669.4% | -602.4% | +8.8% |
| All | +16.7% | +702.0% | -685.3% | -28.7% |
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 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