+478.1%
FLEX vs VEEV
+18.9%
+459.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.7% | +8.1% | +4.5% |
| 7D | +7.0% | -5.2% | +12.1% | +7.1% |
| 30D | -5.8% | +14.9% | -20.7% | -6.3% |
| 3M | -24.2% | +58.4% | -82.6% | -26.3% |
| 6M | +90.8% | +35.5% | +55.3% | +90.3% |
| YTD | +89.2% | +18.6% | +70.6% | +93.7% |
| 1Y | +104.7% | -6.3% | +111.1% | +122.1% |
| 3Y | +478.1% | +20.2% | +457.9% | +477.1% |
| All | +478.1% | +18.9% | +459.2% | +477.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling