+711.4%
VEEV vs VO
+286.9%
+424.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.7% | +3.1% | -3.8% | -3.9% |
| 30D | +1.4% | +2.2% | -0.8% | -1.1% |
| 3M | +19.4% | -2.5% | +21.8% | +22.1% |
| 6M | +93.6% | +7.0% | +86.7% | +79.7% |
| YTD | +35.1% | +14.0% | +21.1% | +16.8% |
| 1Y | +3.4% | +15.6% | -12.3% | -12.1% |
| 3Y | +81.4% | +66.2% | +15.2% | +3.5% |
| 5Y | -5.1% | +36.6% | -41.7% | -32.2% |
| 10Y | +661.2% | +199.0% | +462.3% | +127.8% |
| All | +711.4% | +286.9% | +424.6% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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