+539.7%
VEEV vs VFC
-70.4%
+610.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +0.3% |
| 7D | -8.2% | -3.3% | -4.9% | -7.7% |
| 30D | +10.3% | -14.0% | +24.3% | +13.0% |
| 3M | +59.4% | -22.6% | +81.9% | +65.2% |
| 6M | +37.6% | -24.7% | +62.3% | +42.7% |
| YTD | +16.9% | -29.0% | +45.9% | +22.3% |
| 1Y | -5.0% | -13.8% | +8.8% | -4.7% |
| 3Y | +18.5% | -28.2% | +46.7% | +12.8% |
| 5Y | -13.8% | -79.0% | +65.2% | +10.1% |
| All | +539.7% | -70.4% | +610.0% | +646.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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