+717.4%
VEEV vs VT
+255.8%
+461.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.3% |
| 7D | -2.9% | -2.3% | -0.6% | -0.7% |
| 30D | +7.5% | -5.0% | +12.5% | +13.2% |
| 3M | +39.5% | -4.9% | +44.3% | +46.6% |
| 6M | +81.5% | -1.5% | +83.0% | +82.6% |
| YTD | +36.1% | +8.5% | +27.6% | +22.5% |
| 1Y | +4.3% | +11.4% | -7.1% | -8.9% |
| 3Y | +54.8% | +70.1% | -15.2% | -16.8% |
| 5Y | -4.7% | +53.7% | -58.5% | -41.7% |
| 10Y | +709.1% | +220.0% | +489.1% | +121.7% |
| All | +717.4% | +255.8% | +461.5% | +82.4% |
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