+655.7%
VEEV vs VFC
-48.6%
+704.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -0.8% |
| 7D | -0.7% | +1.6% | -2.3% | -1.0% |
| 30D | +1.4% | +25.5% | -24.1% | -2.5% |
| 3M | +19.4% | +41.3% | -21.9% | +12.3% |
| 6M | +93.6% | +22.2% | +71.4% | +85.3% |
| YTD | +35.1% | +16.4% | +18.7% | +29.8% |
| 1Y | +3.4% | +38.4% | -35.0% | -4.0% |
| 3Y | +81.4% | +56.2% | +25.2% | +49.8% |
| 5Y | -5.1% | -68.2% | +63.1% | +13.4% |
| All | +655.7% | -48.6% | +704.4% | +719.9% |
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