+547.9%
FAST vs VEEV
+699.2%
-151.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +2.8% |
| 7D | +3.8% | -0.2% | +4.0% | +3.9% |
| 30D | +8.1% | +3.5% | +4.6% | +7.2% |
| 3M | +5.8% | +32.9% | -27.1% | -1.2% |
| 6M | +24.9% | +84.2% | -59.3% | +7.9% |
| YTD | +38.9% | +37.3% | +1.7% | +27.5% |
| 1Y | +36.5% | +3.9% | +32.6% | +33.5% |
| 3Y | +98.1% | +83.9% | +14.2% | +65.3% |
| 5Y | +109.3% | -4.3% | +113.6% | +97.9% |
| 10Y | +547.9% | +669.1% | -121.2% | +297.8% |
| All | +547.9% | +699.2% | -151.3% | +297.8% |
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