+182.0%
SLV vs VEEV
+659.1%
-477.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.2% |
| 7D | -3.9% | -2.5% | -1.4% | -3.6% |
| 30D | -15.6% | +0.3% | -15.9% | -15.7% |
| 3M | -23.6% | +25.2% | -48.8% | -25.3% |
| 6M | -42.6% | +89.7% | -132.3% | -46.1% |
| YTD | -30.0% | +35.5% | -65.4% | -32.3% |
| 1Y | -6.6% | +1.8% | -8.5% | -7.1% |
| 3Y | +121.8% | +83.2% | +38.6% | +105.0% |
| 5Y | +92.7% | -4.8% | +97.5% | +86.7% |
| All | +182.0% | +659.1% | -477.1% | +158.2% |
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 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