+601.8%
VEEV vs SPYG
+614.1%
-12.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.2% |
| 7D | -7.1% | +0.3% | -7.4% | -7.4% |
| 30D | +11.1% | -1.7% | +12.8% | +13.2% |
| 3M | +55.5% | +3.6% | +51.9% | +48.9% |
| 6M | +33.4% | +16.6% | +16.8% | +12.7% |
| YTD | +16.8% | +13.4% | +3.5% | +1.6% |
| 1Y | -7.7% | +19.6% | -27.3% | -24.5% |
| 3Y | +18.4% | +99.8% | -81.4% | -46.6% |
| 5Y | -14.8% | +85.0% | -99.8% | -57.9% |
| 10Y | +546.5% | +422.1% | +124.4% | -6.4% |
| All | +601.8% | +614.1% | -12.2% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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