+5.8%
VEEV vs VYM
+21.8%
-15.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.2% |
| 7D | -2.3% | +1.2% | -3.4% | -2.5% |
| 30D | +9.6% | +5.2% | +4.4% | +8.6% |
| 3M | +46.6% | +0.5% | +46.1% | +46.8% |
| 6M | +82.5% | +7.7% | +74.8% | +80.7% |
| YTD | +39.2% | +17.2% | +22.0% | +32.6% |
| 1Y | +5.8% | +21.7% | -15.8% | +0.1% |
| All | +5.8% | +21.8% | -15.9% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling