+543.1%
VEEV vs FLR
+19.7%
+523.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.4% |
| 7D | -4.6% | -3.5% | -1.1% | -4.3% |
| 30D | +8.6% | +4.2% | +4.5% | +8.3% |
| 3M | +62.4% | +8.1% | +54.4% | +60.9% |
| 6M | +40.3% | +21.5% | +18.7% | +37.0% |
| YTD | +17.5% | +36.8% | -19.2% | +13.6% |
| 1Y | -6.1% | +31.2% | -37.3% | -9.1% |
| 3Y | +16.7% | +53.9% | -37.2% | +9.6% |
| 5Y | -13.3% | +243.0% | -256.4% | -23.5% |
| All | +543.1% | +19.7% | +523.4% | +519.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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