+543.1%
VEEV vs ETR
+296.9%
+246.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -4.6% | -1.8% | -2.8% | -4.3% |
| 30D | +8.6% | -1.8% | +10.4% | +9.0% |
| 3M | +62.4% | -3.6% | +66.0% | +63.3% |
| 6M | +40.3% | +2.6% | +37.6% | +38.4% |
| YTD | +17.5% | +16.0% | +1.5% | +12.4% |
| 1Y | -6.1% | +20.1% | -26.2% | -11.1% |
| 3Y | +16.7% | +143.6% | -126.9% | -10.2% |
| 5Y | -13.3% | +124.4% | -137.7% | -32.5% |
| All | +543.1% | +296.9% | +246.3% | +344.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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