+543.1%
VEEV vs SCHG
+459.0%
+84.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | -0.3% |
| 7D | -4.6% | -1.0% | -3.6% | -3.6% |
| 30D | +8.6% | -1.3% | +9.9% | +10.3% |
| 3M | +62.4% | +5.4% | +57.0% | +54.4% |
| 6M | +40.3% | +14.4% | +25.8% | +22.6% |
| YTD | +17.5% | +8.0% | +9.5% | +9.0% |
| 1Y | -6.1% | +12.7% | -18.8% | -17.0% |
| 3Y | +16.7% | +85.6% | -68.9% | -41.3% |
| 5Y | -13.3% | +85.5% | -98.9% | -56.2% |
| All | +543.1% | +459.0% | +84.1% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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