-4.8%
VEEV vs VFC
-68.8%
+64.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.3% |
| 7D | -2.5% | -1.4% | -1.0% | -2.3% |
| 30D | +0.3% | +24.6% | -24.4% | -3.1% |
| 3M | +25.2% | +38.4% | -13.2% | +19.0% |
| 6M | +89.7% | +15.3% | +74.4% | +84.1% |
| YTD | +35.5% | +12.7% | +22.7% | +31.5% |
| 1Y | +1.8% | +32.7% | -30.8% | -4.0% |
| 3Y | +83.2% | +43.7% | +39.5% | +54.6% |
| 5Y | -4.8% | -69.2% | +64.4% | +41.7% |
| All | -4.8% | -68.8% | +64.0% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling