+661.7%
VEEV vs FTV
+87.0%
+574.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.0% |
| 7D | -7.1% | -1.3% | -5.8% | -6.5% |
| 30D | +11.1% | -9.5% | +20.6% | +16.1% |
| 3M | +55.5% | -10.9% | +66.4% | +63.1% |
| 6M | +33.4% | -0.6% | +34.0% | +32.5% |
| YTD | +16.8% | +1.4% | +15.4% | +14.5% |
| 1Y | -7.7% | +17.6% | -25.4% | -16.0% |
| 3Y | +18.4% | -3.3% | +21.6% | +15.8% |
| 5Y | -14.8% | -0.1% | -14.7% | -19.3% |
| 10Y | +546.5% | +82.5% | +464.0% | +359.0% |
| All | +661.7% | +87.0% | +574.7% | +443.1% |
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