+612.7%
VEEV vs EFV
+147.7%
+465.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.3% |
| 7D | -5.2% | +1.0% | -6.1% | -5.8% |
| 30D | +14.9% | +0.2% | +14.7% | +14.7% |
| 3M | +58.4% | +9.6% | +48.7% | +48.3% |
| 6M | +35.5% | +14.0% | +21.4% | +22.7% |
| YTD | +18.6% | +18.5% | +0.2% | +4.0% |
| 1Y | -6.3% | +27.9% | -34.2% | -22.5% |
| 3Y | +20.2% | +92.4% | -72.2% | -27.1% |
| 5Y | -13.8% | +97.2% | -111.0% | -48.7% |
| 10Y | +542.0% | +163.0% | +379.0% | +203.8% |
| All | +612.7% | +147.7% | +465.0% | +243.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling