+669.1%
VEEV vs VT
+223.7%
+445.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | -1.8% |
| 7D | -0.2% | +0.4% | -0.6% | -0.8% |
| 30D | +3.5% | -2.6% | +6.1% | +6.1% |
| 3M | +32.9% | -3.2% | +36.2% | +37.1% |
| 6M | +84.2% | +0.9% | +83.3% | +80.6% |
| YTD | +37.3% | +11.3% | +25.9% | +20.3% |
| 1Y | +3.9% | +14.0% | -10.1% | -11.4% |
| 3Y | +83.9% | +75.8% | +8.1% | -4.8% |
| 5Y | -4.3% | +57.8% | -62.1% | -43.1% |
| 10Y | +669.1% | +219.8% | +449.3% | +94.5% |
| All | +669.1% | +223.7% | +445.4% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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