+52.3%
VCIT vs VEEV
+623.9%
-571.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | 0.0% |
| 7D | -0.3% | -0.6% | +0.2% | -0.3% |
| 30D | -0.8% | +28.8% | -29.6% | -1.2% |
| 3M | -1.0% | +54.0% | -55.0% | -1.8% |
| 6M | -1.8% | +46.0% | -47.8% | -2.6% |
| YTD | -0.7% | +23.2% | -23.9% | -1.2% |
| 1Y | +1.0% | +1.9% | -0.9% | +0.8% |
| 3Y | +18.8% | +27.0% | -8.2% | +17.9% |
| 5Y | +3.5% | -13.4% | +16.9% | +2.5% |
| 10Y | +29.2% | +575.2% | -546.0% | +29.2% |
| All | +52.3% | +623.9% | -571.6% | +52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling