+31.5%
VCIT vs VEEV
+676.3%
-644.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -0.5% | -1.9% | +1.4% | -0.4% |
| 30D | +1.5% | +3.0% | -1.6% | +1.4% |
| 3M | -1.0% | +28.8% | -29.8% | -1.7% |
| 6M | -1.7% | +91.3% | -92.9% | -3.5% |
| YTD | -1.4% | +36.5% | -37.9% | -2.3% |
| 1Y | -0.9% | +1.9% | -2.8% | -1.2% |
| 3Y | +19.8% | +84.6% | -64.8% | +17.3% |
| 5Y | +4.6% | -2.6% | +7.2% | +2.9% |
| 10Y | +31.5% | +669.4% | -637.9% | +31.9% |
| All | +31.5% | +676.3% | -644.8% | +31.9% |
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