+543.1%
VEEV vs EFV
+169.9%
+373.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | -0.2% |
| 7D | -4.6% | -0.8% | -3.8% | -4.1% |
| 30D | +8.6% | +0.6% | +8.0% | +8.2% |
| 3M | +62.4% | +7.5% | +54.9% | +54.4% |
| 6M | +40.3% | +13.0% | +27.2% | +28.1% |
| YTD | +17.5% | +18.3% | -0.8% | +3.3% |
| 1Y | -6.1% | +26.7% | -32.8% | -21.6% |
| 3Y | +16.7% | +89.6% | -72.9% | -28.3% |
| 5Y | -13.3% | +98.2% | -111.6% | -48.6% |
| All | +543.1% | +169.9% | +373.2% | +204.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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