+640.3%
VEEV vs VT
+278.3%
+362.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.2% | -3.2% |
| 7D | -0.6% | +0.4% | -1.0% | -1.0% |
| 30D | +28.8% | +1.0% | +27.9% | +27.7% |
| 3M | +54.0% | +2.4% | +51.6% | +49.5% |
| 6M | +46.0% | +12.0% | +33.9% | +27.7% |
| YTD | +23.2% | +15.3% | +7.9% | +4.3% |
| 1Y | +1.9% | +22.6% | -20.7% | -19.5% |
| 3Y | +27.0% | +74.7% | -47.6% | -33.3% |
| 5Y | -13.4% | +66.1% | -79.5% | -51.0% |
| 10Y | +575.2% | +225.0% | +350.2% | +83.1% |
| All | +640.3% | +278.3% | +362.0% | +55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling