+36.2%
EWZ vs VEEV
+623.9%
-587.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.2% |
| 7D | +6.5% | -0.6% | +7.1% | +6.6% |
| 30D | +4.8% | +28.8% | -24.0% | +0.2% |
| 3M | +9.9% | +54.0% | -44.1% | +1.6% |
| 6M | +1.9% | +46.0% | -44.0% | -5.4% |
| YTD | +20.3% | +23.2% | -2.9% | +14.7% |
| 1Y | +35.6% | +1.9% | +33.8% | +33.4% |
| 3Y | +43.4% | +27.0% | +16.4% | +32.8% |
| 5Y | +55.9% | -13.4% | +69.3% | +51.1% |
| 10Y | +84.2% | +575.2% | -491.1% | +22.6% |
| All | +36.2% | +623.9% | -587.7% | -15.4% |
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