+351.3%
FITB vs VEEV
+596.9%
-245.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.1% | 0.0% |
| 7D | +2.8% | -5.2% | +8.0% | +3.7% |
| 30D | -4.5% | +14.9% | -19.4% | -7.0% |
| 3M | +5.7% | +58.4% | -52.7% | -2.9% |
| 6M | +17.1% | +35.5% | -18.4% | +10.0% |
| YTD | +18.3% | +18.6% | -0.3% | +13.5% |
| 1Y | +23.9% | -6.3% | +30.2% | +23.6% |
| 3Y | +131.1% | +20.2% | +110.9% | +117.0% |
| 5Y | +71.1% | -13.8% | +84.9% | +65.1% |
| 10Y | +283.9% | +542.0% | -258.2% | +150.6% |
| All | +351.3% | +596.9% | -245.6% | +178.5% |
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 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