+302.0%
TRV vs VEEV
+556.2%
-254.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.5% | +2.0% |
| 7D | +1.9% | -4.6% | +6.5% | +2.4% |
| 30D | +1.7% | +8.6% | -6.9% | +0.8% |
| 3M | +23.9% | +62.4% | -38.5% | +18.2% |
| 6M | +26.3% | +40.3% | -14.0% | +21.8% |
| YTD | +30.8% | +17.5% | +13.3% | +28.1% |
| 1Y | +36.3% | -6.1% | +42.4% | +36.3% |
| 3Y | +145.0% | +16.7% | +128.3% | +137.5% |
| 5Y | +163.9% | -13.3% | +177.2% | +161.6% |
| All | +302.0% | +556.2% | -254.1% | +212.6% |
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