+556.5%
VEEV vs ES
+85.8%
+470.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.3% | -3.9% |
| 7D | -5.2% | +1.4% | -6.6% | -5.5% |
| 30D | +14.9% | -1.2% | +16.1% | +15.2% |
| 3M | +58.4% | +5.0% | +53.4% | +56.2% |
| 6M | +35.5% | -2.8% | +38.3% | +36.1% |
| YTD | +18.6% | +8.6% | +10.1% | +15.2% |
| 1Y | -6.3% | +18.9% | -25.3% | -12.2% |
| 3Y | +20.2% | +32.1% | -11.9% | +6.8% |
| 5Y | -13.8% | -5.1% | -8.7% | -15.1% |
| All | +556.5% | +85.8% | +470.7% | +457.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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