+79.8%
USB vs VEEV
+659.1%
-579.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | +1.2% | -2.5% | +3.7% | +1.6% |
| 30D | +6.3% | +0.3% | +6.0% | +6.2% |
| 3M | -6.1% | +25.2% | -31.3% | -9.4% |
| 6M | +13.0% | +89.7% | -76.7% | +2.2% |
| YTD | +16.6% | +35.5% | -18.9% | +10.4% |
| 1Y | +31.1% | +1.8% | +29.3% | +29.6% |
| 3Y | +100.9% | +83.2% | +17.7% | +79.9% |
| 5Y | +24.5% | -4.8% | +29.3% | +18.6% |
| All | +79.8% | +659.1% | -579.3% | +21.6% |
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