+602.3%
VEEV vs VYM
+308.8%
+293.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.5% |
| 7D | -8.2% | -1.9% | -6.4% | -6.7% |
| 30D | +10.3% | -2.6% | +12.9% | +12.8% |
| 3M | +59.4% | +3.6% | +55.8% | +54.7% |
| 6M | +37.6% | +8.7% | +28.9% | +27.9% |
| YTD | +16.9% | +14.1% | +2.8% | +4.0% |
| 1Y | -5.0% | +17.8% | -22.8% | -17.9% |
| 3Y | +18.5% | +64.5% | -46.1% | -23.9% |
| 5Y | -13.8% | +77.5% | -91.3% | -47.8% |
| 10Y | +547.0% | +206.1% | +340.8% | +119.0% |
| All | +602.3% | +308.8% | +293.5% | +52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling