+669.4%
VEEV vs VT
+224.4%
+445.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -1.4% |
| 7D | -1.9% | -0.7% | -1.2% | -1.4% |
| 30D | +3.0% | -1.7% | +4.8% | +4.6% |
| 3M | +28.8% | -2.3% | +31.1% | +31.6% |
| 6M | +91.3% | +1.5% | +89.8% | +86.4% |
| YTD | +36.5% | +12.0% | +24.5% | +18.8% |
| 1Y | +1.9% | +12.9% | -11.0% | -12.1% |
| 3Y | +84.6% | +74.9% | +9.7% | -3.8% |
| 5Y | -2.6% | +59.9% | -62.5% | -42.9% |
| 10Y | +669.4% | +224.6% | +444.8% | +89.9% |
| All | +669.4% | +224.4% | +445.1% | +89.9% |
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