+571.9%
VEEV vs MOD
+1,604.6%
-1,032.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.3% | -7.6% | -3.6% |
| 7D | -0.6% | +9.6% | -10.2% | -1.3% |
| 30D | +28.8% | 0.0% | +28.8% | +28.7% |
| 3M | +54.0% | -35.4% | +89.4% | +58.4% |
| 6M | +46.0% | -7.3% | +53.2% | +44.2% |
| YTD | +23.2% | +45.8% | -22.6% | +15.7% |
| 1Y | +1.9% | +43.1% | -41.3% | -4.8% |
| 3Y | +27.0% | +297.7% | -270.6% | +2.2% |
| 5Y | -13.4% | +1,478.8% | -1,492.1% | -41.6% |
| All | +571.9% | +1,604.6% | -1,032.6% | +329.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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