+612.7%
VEEV vs VIG
+337.7%
+275.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -2.9% |
| 7D | -5.2% | -0.4% | -4.7% | -4.7% |
| 30D | +14.9% | -2.1% | +17.0% | +17.5% |
| 3M | +58.4% | +3.3% | +55.0% | +53.0% |
| 6M | +35.5% | +9.3% | +26.2% | +23.0% |
| YTD | +18.6% | +10.1% | +8.5% | +6.8% |
| 1Y | -6.3% | +14.7% | -21.1% | -19.4% |
| 3Y | +20.2% | +56.9% | -36.7% | -26.8% |
| 5Y | -13.8% | +62.9% | -76.7% | -48.9% |
| 10Y | +542.0% | +241.3% | +300.7% | +65.5% |
| All | +612.7% | +337.7% | +275.0% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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