+2.0%
RDW vs VEEV
-6.8%
+8.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.5% |
| 7D | +0.9% | -4.6% | +5.5% | +2.5% |
| 30D | -21.3% | +8.6% | -29.9% | -24.5% |
| 3M | -37.9% | +62.4% | -100.3% | -49.8% |
| 6M | +12.3% | +40.3% | -28.0% | -4.8% |
| YTD | +39.7% | +17.5% | +22.2% | +27.6% |
| 1Y | +25.7% | -6.1% | +31.8% | +26.8% |
| 3Y | +230.8% | +16.7% | +214.2% | +194.8% |
| 5Y | -8.8% | -13.3% | +4.6% | -17.7% |
| All | +2.0% | -6.8% | +8.8% | -9.2% |
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