+175.8%
SLV vs VEEV
+656.9%
-481.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -5.8% | -0.7% | -5.1% | -5.8% |
| 30D | -12.1% | +1.4% | -13.5% | -12.2% |
| 3M | -24.1% | +19.4% | -43.5% | -25.5% |
| 6M | -44.4% | +93.6% | -138.0% | -47.9% |
| YTD | -31.5% | +35.1% | -66.6% | -33.8% |
| 1Y | -6.9% | +3.4% | -10.3% | -7.6% |
| 3Y | +116.0% | +81.4% | +34.6% | +99.8% |
| 5Y | +88.4% | -5.1% | +93.5% | +82.7% |
| All | +175.8% | +656.9% | -481.0% | +152.6% |
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 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