+539.7%
VEEV vs ESI
+310.7%
+228.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +1.4% |
| 7D | -8.2% | -2.3% | -5.9% | -7.7% |
| 30D | +10.3% | -9.0% | +19.4% | +13.1% |
| 3M | +59.4% | -13.3% | +72.6% | +62.8% |
| 6M | +37.6% | +5.3% | +32.3% | +30.0% |
| YTD | +16.9% | +37.6% | -20.7% | +0.4% |
| 1Y | -5.0% | +33.6% | -38.6% | -18.1% |
| 3Y | +18.5% | +75.8% | -57.3% | -9.9% |
| 5Y | -13.8% | +68.6% | -82.4% | -34.2% |
| All | +539.7% | +310.7% | +228.9% | +238.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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