+998.7%
FLEX vs VEEV
+704.1%
+294.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | -13.6% | +0.8% | -14.4% | -13.9% |
| 30D | -36.5% | +3.2% | -39.7% | -37.1% |
| 3M | -36.4% | +30.2% | -66.6% | -40.8% |
| 6M | -46.5% | +83.7% | -130.2% | -55.0% |
| YTD | +25.9% | +36.9% | -10.9% | +13.1% |
| 1Y | +19.6% | +3.3% | +16.2% | +16.0% |
| 3Y | +287.0% | +85.1% | +201.9% | +211.3% |
| 5Y | +466.6% | -2.6% | +469.2% | +425.6% |
| 10Y | +626.9% | +676.7% | -49.8% | +315.2% |
| All | +998.7% | +704.1% | +294.6% | +487.6% |
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