+539.7%
VEEV vs RVTY
+139.0%
+400.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +1.2% |
| 7D | -8.2% | -7.4% | -0.8% | -4.8% |
| 30D | +10.3% | +4.5% | +5.8% | +8.1% |
| 3M | +59.4% | +19.5% | +39.9% | +45.1% |
| 6M | +37.6% | +34.1% | +3.5% | +16.9% |
| YTD | +16.9% | +25.3% | -8.3% | +2.3% |
| 1Y | -5.0% | +47.0% | -52.0% | -24.4% |
| 3Y | +18.5% | +14.1% | +4.3% | +0.8% |
| 5Y | -13.8% | -34.6% | +20.7% | +1.0% |
| All | +539.7% | +139.0% | +400.7% | +197.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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