+539.7%
VEEV vs EAT
+379.9%
+159.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -8.2% | -6.2% | -2.0% | -7.5% |
| 30D | +10.3% | -3.0% | +13.3% | +10.5% |
| 3M | +59.4% | +45.6% | +13.7% | +51.0% |
| 6M | +37.6% | +53.5% | -16.0% | +28.5% |
| YTD | +16.9% | +49.6% | -32.7% | +9.3% |
| 1Y | -5.0% | +38.9% | -43.9% | -10.7% |
| 3Y | +18.5% | +589.7% | -571.2% | -14.8% |
| 5Y | -13.8% | +318.7% | -332.5% | -35.7% |
| All | +539.7% | +379.9% | +159.8% | +356.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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