-3.2%
VEEV vs ROIV
+298.2%
-301.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | -7.1% | +22.3% | -29.4% | -9.7% |
| 30D | +11.1% | +16.9% | -5.7% | +8.7% |
| 3M | +55.5% | +43.9% | +11.6% | +47.8% |
| 6M | +33.4% | +41.6% | -8.2% | +26.7% |
| YTD | +16.8% | +92.7% | -75.8% | +6.1% |
| 1Y | -7.7% | +210.2% | -217.9% | -21.7% |
| 3Y | +18.4% | +231.8% | -213.4% | -2.0% |
| 5Y | -14.8% | +319.8% | -334.6% | -36.5% |
| All | -3.2% | +298.2% | -301.4% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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