+50.9%
VCIT vs VEEV
+699.3%
-648.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +1.9% | -0.1% |
| 7D | +0.1% | -2.9% | +3.0% | +0.2% |
| 30D | +1.9% | +7.5% | -5.6% | +1.8% |
| 3M | -1.4% | +39.5% | -40.9% | -2.1% |
| 6M | -2.1% | +81.5% | -83.6% | -3.2% |
| YTD | -1.6% | +36.1% | -37.7% | -2.3% |
| 1Y | -0.9% | +4.3% | -5.2% | -1.1% |
| 3Y | +20.0% | +54.8% | -34.9% | +18.7% |
| 5Y | +3.1% | -4.7% | +7.9% | +2.0% |
| 10Y | +28.7% | +709.1% | -680.4% | +28.5% |
| All | +50.9% | +699.3% | -648.4% | +50.9% |
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 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