+640.3%
VEEV vs VO
+287.5%
+352.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.1% |
| 7D | -0.6% | -0.3% | -0.3% | -0.3% |
| 30D | +28.8% | -0.3% | +29.2% | +29.3% |
| 3M | +54.0% | +2.9% | +51.1% | +49.3% |
| 6M | +46.0% | +9.3% | +36.6% | +32.2% |
| YTD | +23.2% | +14.2% | +9.0% | +6.7% |
| 1Y | +1.9% | +15.3% | -13.4% | -12.8% |
| 3Y | +27.0% | +56.2% | -29.2% | -22.3% |
| 5Y | -13.4% | +42.4% | -55.8% | -40.5% |
| 10Y | +575.2% | +194.7% | +380.5% | +106.3% |
| All | +640.3% | +287.5% | +352.7% | +44.7% |
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