+216.5%
SLV vs VEEV
+552.6%
-336.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.1% | -5.4% | -5.3% |
| 7D | -5.0% | -8.2% | +3.2% | -4.3% |
| 30D | -1.8% | +10.3% | -12.1% | -2.8% |
| 3M | -0.3% | +59.4% | -59.6% | -4.9% |
| 6M | -28.2% | +37.6% | -65.8% | -30.7% |
| YTD | -10.7% | +16.9% | -27.7% | -12.5% |
| 1Y | +53.7% | -5.0% | +58.7% | +53.7% |
| 3Y | +173.7% | +18.5% | +155.2% | +163.9% |
| 5Y | +161.5% | -13.8% | +175.3% | +155.8% |
| All | +216.5% | +552.6% | -336.2% | +185.9% |
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