+30.6%
VCIT vs VEEV
+699.2%
-668.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | +0.7% | -0.2% | +0.9% | +0.7% |
| 30D | +1.8% | +3.5% | -1.7% | +1.7% |
| 3M | -1.6% | +32.9% | -34.5% | -2.3% |
| 6M | -2.1% | +84.2% | -86.3% | -3.8% |
| YTD | -1.6% | +37.3% | -38.8% | -2.6% |
| 1Y | -0.8% | +3.9% | -4.7% | -1.1% |
| 3Y | +19.9% | +83.9% | -64.0% | +17.4% |
| 5Y | +3.3% | -4.3% | +7.6% | +1.7% |
| 10Y | +30.6% | +669.1% | -638.4% | +31.0% |
| All | +30.6% | +699.2% | -668.5% | +31.0% |
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