+91.7%
USB vs VEEV
+700.8%
-609.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.2% |
| 7D | 0.0% | -2.9% | +2.9% | +0.4% |
| 30D | +5.8% | +7.5% | -1.7% | +4.7% |
| 3M | -6.0% | +39.5% | -45.4% | -10.7% |
| 6M | +7.8% | +81.5% | -73.7% | -2.0% |
| YTD | +14.6% | +36.1% | -21.5% | +8.5% |
| 1Y | +31.8% | +4.3% | +27.5% | +29.8% |
| 3Y | +91.5% | +54.8% | +36.7% | +75.4% |
| 5Y | +22.0% | -4.7% | +26.8% | +16.2% |
| All | +91.7% | +700.8% | -609.0% | +28.3% |
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