-53.1%
TE vs VEEV
+78.8%
-131.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.5% |
| 7D | +0.2% | -4.6% | +4.8% | +1.8% |
| 30D | -5.9% | +8.6% | -14.6% | -9.4% |
| 3M | -45.6% | +62.4% | -108.0% | -56.2% |
| 6M | -43.4% | +40.3% | -83.6% | -51.8% |
| YTD | -31.0% | +17.5% | -48.5% | -37.5% |
| 1Y | +145.2% | -6.1% | +151.3% | +144.1% |
| 3Y | -24.1% | +16.7% | -40.7% | -32.3% |
| 5Y | -48.1% | -13.3% | -34.8% | -54.8% |
| All | -53.1% | +78.8% | -131.9% | -58.6% |
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