+780.6%
VEEV vs FTV
+127.6%
+653.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -0.7% | +3.9% | -4.6% | -2.4% |
| 30D | +1.4% | +18.7% | -17.3% | -6.2% |
| 3M | +19.4% | +10.0% | +9.3% | +14.0% |
| 6M | +93.6% | +14.6% | +79.1% | +80.7% |
| YTD | +35.1% | +23.4% | +11.6% | +21.0% |
| 1Y | +3.4% | +31.3% | -27.9% | -10.3% |
| 3Y | +81.4% | +39.8% | +41.6% | +49.4% |
| 5Y | -5.1% | +17.7% | -22.8% | -16.8% |
| 10Y | +661.2% | +110.2% | +551.0% | +399.7% |
| All | +780.6% | +127.6% | +653.1% | +473.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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