-2.6%
VEEV vs EOSE
-60.2%
+57.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +3.9% | +0.2% |
| 7D | -8.2% | +14.0% | -22.2% | -8.9% |
| 30D | +10.3% | -5.9% | +16.2% | +10.4% |
| 3M | +59.4% | -34.3% | +93.6% | +61.4% |
| 6M | +37.6% | -37.8% | +75.3% | +38.4% |
| YTD | +16.9% | -65.2% | +82.1% | +20.0% |
| 1Y | -5.0% | -41.9% | +37.0% | -6.2% |
| 3Y | +18.5% | +44.6% | -26.1% | +2.5% |
| 5Y | -13.8% | -69.2% | +55.4% | -25.1% |
| All | -2.6% | -60.2% | +57.6% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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